-7.3%
PGF vs VT
+13.3%
-20.6%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.4% | -1.6% | +1.2% | 0.0% |
| 30D | -1.8% | -2.5% | +0.7% | -1.3% |
| 3M | -6.6% | -1.3% | -5.3% | -6.3% |
| 6M | -7.9% | +3.1% | -11.0% | -8.8% |
| YTD | -6.8% | +10.9% | -17.7% | -9.6% |
| All | -7.3% | +13.3% | -20.6% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling