+138.5%
PGC vs VT
+374.2%
-235.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.8% | +0.4% | +2.4% | +2.3% |
| 30D | +0.1% | +1.0% | -0.9% | -1.0% |
| 3M | +5.7% | +2.4% | +3.4% | +2.5% |
| 6M | +34.8% | +12.0% | +22.8% | +18.1% |
| YTD | +67.2% | +15.3% | +51.8% | +41.7% |
| 1Y | +60.6% | +22.6% | +38.0% | +27.2% |
| 3Y | +69.8% | +74.7% | -4.9% | -7.8% |
| 5Y | +44.8% | +66.1% | -21.3% | -18.0% |
| 10Y | +150.0% | +225.0% | -75.0% | -28.8% |
| All | +138.5% | +374.2% | -235.7% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling