+90.2%
PGC vs VT
+221.8%
-131.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.6% |
| 7D | +0.6% | +2.4% | -1.8% | -2.1% |
| 30D | +7.8% | -1.5% | +9.3% | +9.5% |
| 3M | -0.4% | -4.1% | +3.7% | +4.2% |
| 6M | +11.1% | +0.6% | +10.6% | +9.5% |
| YTD | +66.4% | +11.0% | +55.4% | +45.2% |
| 1Y | +82.4% | +13.3% | +69.1% | +55.3% |
| 3Y | +90.1% | +73.4% | +16.8% | -1.5% |
| 5Y | +36.4% | +57.4% | -21.0% | -21.0% |
| All | +90.2% | +221.8% | -131.6% | -51.6% |
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