+19.8%
PGX vs VT
+226.9%
-207.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -1.0% | -2.0% | +1.0% | -0.2% |
| 30D | -1.9% | -1.4% | -0.5% | -1.3% |
| 3M | -2.7% | +4.7% | -7.4% | -4.7% |
| 6M | -5.0% | +11.4% | -16.4% | -9.4% |
| YTD | -3.5% | +13.1% | -16.6% | -8.6% |
| 1Y | -5.9% | +19.0% | -24.9% | -12.8% |
| 3Y | +12.2% | +73.9% | -61.8% | -12.7% |
| 5Y | -8.2% | +65.4% | -73.6% | -27.6% |
| All | +19.8% | +226.9% | -207.0% | -31.3% |
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