+188.3%
PG vs VTEB
+25.5%
+162.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.4% |
| 7D | -0.8% | -0.9% | +0.1% | -0.2% |
| 30D | +0.8% | -2.5% | +3.3% | +2.4% |
| 3M | -1.3% | -3.0% | +1.6% | +0.5% |
| 6M | -3.8% | -2.1% | -1.7% | -2.5% |
| YTD | +3.6% | -1.5% | +5.1% | +4.7% |
| 1Y | -5.7% | +0.2% | -5.9% | -5.7% |
| 3Y | +1.6% | +8.6% | -7.0% | -3.0% |
| 5Y | +14.6% | +1.2% | +13.4% | +13.6% |
| 10Y | +121.2% | +18.1% | +103.1% | +116.9% |
| All | +188.3% | +25.5% | +162.8% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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