+150.4%
PG vs VST
+1,046.2%
-895.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.3% | -5.5% | +1.4% |
| 7D | +2.9% | -0.5% | +3.4% | +2.8% |
| 30D | +12.0% | -17.1% | +29.1% | +12.8% |
| 3M | +16.2% | -4.6% | +20.8% | +16.1% |
| 6M | +16.6% | -9.1% | +25.6% | +16.4% |
| YTD | +20.9% | -16.6% | +37.5% | +20.9% |
| 1Y | +17.8% | -29.5% | +47.3% | +19.1% |
| 3Y | +21.2% | +297.5% | -276.3% | -7.4% |
| 5Y | +31.7% | +654.5% | -622.8% | -11.1% |
| 10Y | +156.9% | +1,205.2% | -1,048.3% | +64.4% |
| All | +150.4% | +1,046.2% | -895.8% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling