+116.1%
PG vs VO
+200.3%
-84.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | -0.8% | -1.5% | +0.7% | -0.1% |
| 30D | +0.8% | -3.0% | +3.9% | +2.1% |
| 3M | -1.3% | +2.8% | -4.2% | -2.6% |
| 6M | -3.8% | +10.9% | -14.8% | -8.1% |
| YTD | +3.6% | +12.5% | -8.8% | -1.7% |
| 1Y | -5.7% | +12.0% | -17.7% | -10.6% |
| 3Y | +1.6% | +56.3% | -54.7% | -18.1% |
| 5Y | +14.6% | +42.9% | -28.3% | -4.9% |
| All | +116.1% | +200.3% | -84.1% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling