+5.7%
PG vs VLTO
+25.1%
-19.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -3.4% | -2.6% | -0.8% | -3.0% |
| 30D | -2.6% | -2.5% | -0.1% | -2.2% |
| 3M | -3.3% | +10.1% | -13.4% | -4.8% |
| 6M | -6.7% | +1.0% | -7.7% | -7.0% |
| YTD | +1.7% | -4.8% | +6.5% | +2.3% |
| 1Y | -7.9% | -9.3% | +1.4% | -6.6% |
| All | +5.7% | +25.1% | -19.3% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VLTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling