+138.4%
PGC vs VT
+226.9%
-88.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.9% |
| 7D | +0.2% | -2.0% | +2.2% | +2.5% |
| 30D | +1.4% | -1.4% | +2.8% | +3.0% |
| 3M | +1.1% | +4.7% | -3.6% | -4.5% |
| 6M | +34.8% | +11.4% | +23.5% | +17.9% |
| YTD | +65.9% | +13.1% | +52.9% | +42.3% |
| 1Y | +60.5% | +19.0% | +41.5% | +29.3% |
| 3Y | +75.1% | +73.9% | +1.1% | -9.0% |
| 5Y | +47.2% | +65.4% | -18.2% | -19.5% |
| All | +138.4% | +226.9% | -88.5% | -39.5% |
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