+110.8%
PG vs VST
+1,191.1%
-1,080.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -3.4% | +5.3% | -8.7% | -3.7% |
| 30D | -2.6% | +5.8% | -8.4% | -2.9% |
| 3M | -3.3% | +3.5% | -6.8% | -3.7% |
| 6M | -6.7% | -7.4% | +0.7% | -6.7% |
| YTD | +1.7% | -6.1% | +7.8% | +1.5% |
| 1Y | -7.9% | -21.6% | +13.7% | -7.3% |
| 3Y | +0.9% | +357.2% | -356.2% | -23.4% |
| 5Y | +12.6% | +777.0% | -764.4% | -24.8% |
| All | +110.8% | +1,191.1% | -1,080.3% | +34.9% |
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