-7.7%
PGX vs VT
+65.7%
-73.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | 0.0% |
| 7D | -0.7% | -0.1% | -0.5% | -0.6% |
| 30D | -1.2% | -0.7% | -0.6% | -1.0% |
| 3M | -2.3% | +4.0% | -6.3% | -3.9% |
| 6M | -4.4% | +12.3% | -16.7% | -8.7% |
| YTD | -3.0% | +14.0% | -17.1% | -8.0% |
| 1Y | -5.1% | +20.3% | -25.4% | -11.9% |
| 3Y | +12.7% | +75.4% | -62.7% | -11.5% |
| 5Y | -7.7% | +66.0% | -73.7% | -28.0% |
| All | -7.7% | +65.7% | -73.4% | -28.0% |
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 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