+18.6%
PG vs VST
+264.2%
-245.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.6% | -11.6% | -0.5% |
| 7D | +2.4% | -9.8% | +12.2% | +2.0% |
| 30D | +12.6% | -25.1% | +37.8% | +11.4% |
| 3M | +13.3% | -11.6% | +24.9% | +12.8% |
| 6M | +13.4% | -20.9% | +34.3% | +12.5% |
| YTD | +18.8% | -22.3% | +41.1% | +18.0% |
| 1Y | +16.5% | -32.0% | +48.5% | +15.2% |
| 3Y | +18.6% | +262.4% | -243.8% | +11.8% |
| All | +18.6% | +264.2% | -245.6% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling