+25.9%
PG vs VLTO
+56.3%
-30.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +4.1% | +1.6% | +2.4% | +3.8% |
| 30D | +12.3% | +22.0% | -9.7% | +8.4% |
| 3M | +15.9% | +21.9% | -6.0% | +11.9% |
| 6M | +16.8% | +36.5% | -19.7% | +10.7% |
| YTD | +21.1% | +19.0% | +2.1% | +17.1% |
| 1Y | +19.3% | +21.0% | -1.7% | +15.0% |
| 3Y | +20.6% | +69.9% | -49.3% | +12.3% |
| All | +25.9% | +56.3% | -30.5% | +18.5% |
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