-49.2%
PGJ vs VT
+58.5%
-107.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.3% |
| 7D | -4.9% | +2.9% | -7.7% | -8.6% |
| 30D | -4.4% | -2.5% | -1.9% | -1.5% |
| 3M | -13.6% | -3.3% | -10.3% | -10.1% |
| 6M | -21.1% | +1.5% | -22.6% | -23.8% |
| YTD | -25.9% | +11.4% | -37.3% | -37.5% |
| 1Y | -31.1% | +11.9% | -43.0% | -42.4% |
| 3Y | -7.6% | +73.9% | -81.5% | -61.6% |
| 5Y | -49.2% | +57.9% | -107.1% | -73.5% |
| All | -49.2% | +58.5% | -107.7% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling