+16.0%
PG vs VST
+761.6%
-745.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.3% |
| 7D | +1.9% | +8.9% | -7.1% | +1.9% |
| 30D | -0.2% | +6.2% | -6.4% | -0.2% |
| 3M | +4.8% | -2.7% | +7.5% | +4.8% |
| 6M | -6.1% | -8.4% | +2.3% | -6.1% |
| YTD | +4.5% | -7.2% | +11.7% | +4.4% |
| 1Y | -5.3% | -20.9% | +15.6% | -5.4% |
| 3Y | +2.6% | +384.0% | -381.4% | -11.9% |
| All | +16.0% | +761.6% | -745.5% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling