+433.6%
PG vs VO
+821.9%
-388.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -0.4% | +0.6% | -1.1% | -0.7% |
| 30D | -0.1% | -1.1% | +0.9% | +0.3% |
| 3M | +1.1% | +4.5% | -3.5% | -1.0% |
| 6M | -3.8% | +11.1% | -14.9% | -8.3% |
| YTD | +3.8% | +13.5% | -9.7% | -2.1% |
| 1Y | -5.8% | +14.5% | -20.2% | -11.6% |
| 3Y | +3.0% | +58.1% | -55.1% | -17.5% |
| 5Y | +14.5% | +43.3% | -28.8% | -5.4% |
| 10Y | +117.8% | +193.2% | -75.4% | +25.7% |
| All | +433.6% | +821.9% | -388.3% | +69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling