-5.8%
PG vs VST
-19.6%
+13.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.5% |
| 7D | -0.4% | +9.9% | -10.3% | +0.3% |
| 30D | -0.1% | +7.9% | -8.1% | +0.5% |
| 3M | +1.1% | +3.4% | -2.3% | +1.4% |
| 6M | -3.8% | -4.1% | +0.3% | -3.8% |
| YTD | +3.8% | -5.7% | +9.5% | +4.0% |
| 1Y | -5.8% | -18.9% | +13.1% | -6.8% |
| All | -5.8% | -19.6% | +13.8% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling