+163.1%
PG vs VT
+224.4%
-61.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.1% |
| 7D | +0.2% | -0.7% | +0.9% | +0.5% |
| 30D | +10.2% | -1.7% | +11.9% | +10.9% |
| 3M | +16.2% | -2.3% | +18.5% | +17.3% |
| 6M | +18.6% | +1.5% | +17.1% | +17.2% |
| YTD | +20.4% | +12.0% | +8.3% | +13.2% |
| 1Y | +16.2% | +12.9% | +3.3% | +8.8% |
| 3Y | +19.9% | +74.9% | -55.1% | -11.9% |
| 5Y | +30.3% | +59.9% | -29.6% | -0.3% |
| 10Y | +163.1% | +224.6% | -61.5% | +25.5% |
| All | +163.1% | +224.4% | -61.2% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling