-29.5%
PGJ vs VT
+19.6%
-49.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.4% |
| 7D | -3.8% | -1.1% | -2.7% | -2.8% |
| 30D | -8.7% | -1.0% | -7.7% | -7.8% |
| 3M | -7.2% | +3.2% | -10.3% | -10.3% |
| 6M | -17.6% | +12.5% | -30.1% | -28.1% |
| YTD | -21.7% | +14.1% | -35.7% | -33.0% |
| 1Y | -29.5% | +18.9% | -48.4% | -42.6% |
| All | -29.5% | +19.6% | -49.1% | -42.6% |
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