+20.9%
PGF vs VT
+217.6%
-196.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | -0.1% | -3.1% | +3.0% | +1.1% |
| 3M | -5.2% | -3.5% | -1.7% | -3.9% |
| 6M | -7.9% | +0.5% | -8.4% | -8.3% |
| YTD | -6.3% | +10.8% | -17.1% | -10.5% |
| 1Y | -7.7% | +11.9% | -19.6% | -12.1% |
| 3Y | +9.4% | +73.0% | -63.6% | -13.8% |
| 5Y | -9.9% | +58.6% | -68.5% | -27.0% |
| 10Y | +20.9% | +219.2% | -198.2% | -30.3% |
| All | +20.9% | +217.6% | -196.7% | -30.3% |
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