+108.3%
PGF vs VT
+346.0%
-237.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +0.8% | -2.3% | +3.1% | +2.2% |
| 30D | +0.5% | -5.0% | +5.5% | +3.5% |
| 3M | -5.3% | -4.9% | -0.4% | -2.6% |
| 6M | -7.3% | -1.5% | -5.7% | -6.8% |
| YTD | -6.1% | +8.5% | -14.5% | -11.1% |
| 1Y | -7.1% | +11.4% | -18.5% | -13.5% |
| 3Y | +8.7% | +70.1% | -61.4% | -22.7% |
| 5Y | -10.8% | +53.7% | -64.5% | -33.3% |
| 10Y | +17.8% | +220.0% | -202.1% | -48.4% |
| All | +108.3% | +346.0% | -237.8% | -25.0% |
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