+422.8%
PG vs VUG
+1,240.0%
-817.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -2.6% | -1.7% | -0.9% | -1.9% |
| 3M | -3.3% | +2.8% | -6.2% | -4.8% |
| 6M | -6.7% | +13.6% | -20.3% | -12.3% |
| YTD | +1.7% | +8.1% | -6.3% | -2.4% |
| 1Y | -7.9% | +13.1% | -21.0% | -13.8% |
| 3Y | +0.9% | +87.0% | -86.0% | -27.6% |
| 5Y | +12.6% | +76.0% | -63.3% | -19.0% |
| 10Y | +117.2% | +420.5% | -303.3% | -17.2% |
| All | +422.8% | +1,240.0% | -817.2% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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