+18.1%
PG vs VST
-24.4%
+42.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.0% |
| 7D | +2.7% | +6.6% | -3.9% | +3.2% |
| 30D | +9.2% | -12.4% | +21.6% | +8.2% |
| 3M | +18.5% | -9.0% | +27.5% | +17.6% |
| 6M | +21.1% | -6.4% | +27.5% | +20.1% |
| YTD | +21.9% | -17.2% | +39.1% | +21.1% |
| 1Y | +18.1% | -22.0% | +40.1% | +16.4% |
| All | +18.1% | -24.4% | +42.5% | +16.4% |
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