+19.4%
PG vs VSXY
+37.5%
-18.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.5% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +0.8% | -18.7% | +19.5% | +1.4% |
| 3M | -1.3% | -4.0% | +2.6% | -1.3% |
| 6M | -3.8% | +67.5% | -71.3% | -5.6% |
| YTD | +3.6% | +39.7% | -36.0% | +2.0% |
| 1Y | -5.7% | +180.0% | -185.7% | -9.3% |
| 3Y | +1.6% | +337.3% | -335.7% | -6.2% |
| 5Y | +14.6% | +22.7% | -8.1% | +11.6% |
| All | +19.4% | +37.5% | -18.1% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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