+168.3%
PG vs VST
+1,139.0%
-970.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | +2.7% | +6.6% | -3.9% | +2.4% |
| 30D | +9.2% | -12.4% | +21.6% | +9.7% |
| 3M | +18.5% | -9.0% | +27.5% | +18.6% |
| 6M | +21.1% | -6.4% | +27.5% | +20.7% |
| YTD | +21.9% | -17.2% | +39.1% | +22.0% |
| 1Y | +18.1% | -22.0% | +40.1% | +18.5% |
| 3Y | +20.6% | +296.7% | -276.1% | -8.3% |
| 5Y | +31.8% | +637.6% | -605.8% | -11.3% |
| All | +168.3% | +1,139.0% | -970.7% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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