+813.8%
PG vs VTI
+955.3%
-141.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.2% |
| 7D | -0.8% | -0.9% | +0.1% | -0.3% |
| 30D | +0.8% | -1.4% | +2.3% | +1.5% |
| 3M | -1.3% | +3.6% | -4.9% | -3.2% |
| 6M | -3.8% | +13.6% | -17.4% | -10.0% |
| YTD | +3.6% | +12.9% | -9.3% | -2.9% |
| 1Y | -5.7% | +17.2% | -22.9% | -13.5% |
| 3Y | +1.6% | +75.7% | -74.1% | -25.8% |
| 5Y | +14.6% | +75.4% | -60.8% | -17.5% |
| 10Y | +121.2% | +303.3% | -182.1% | -0.5% |
| All | +813.8% | +955.3% | -141.5% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 VTI 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