+20.0%
PGF vs VT
+221.8%
-201.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -2.7% | +2.4% | -5.1% | -3.6% |
| 30D | -2.2% | -1.5% | -0.7% | -1.7% |
| 3M | -7.8% | -4.1% | -3.7% | -6.3% |
| 6M | -9.5% | +0.6% | -10.1% | -9.9% |
| YTD | -8.6% | +11.0% | -19.6% | -12.7% |
| 1Y | -8.7% | +13.3% | -22.0% | -13.6% |
| 3Y | +5.9% | +73.4% | -67.5% | -16.7% |
| 5Y | -11.6% | +57.4% | -69.1% | -28.2% |
| All | +20.0% | +221.8% | -201.7% | -30.8% |
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