+73.5%
PGX vs VT
+357.8%
-284.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -1.9% | +2.9% | -4.8% | -3.3% |
| 30D | -2.2% | -2.5% | +0.3% | -1.1% |
| 3M | -7.0% | -3.3% | -3.6% | -5.5% |
| 6M | -9.6% | +1.5% | -11.2% | -10.6% |
| YTD | -8.5% | +11.4% | -19.8% | -13.6% |
| 1Y | -9.3% | +11.9% | -21.2% | -14.6% |
| 3Y | +8.1% | +73.9% | -65.8% | -18.9% |
| 5Y | -11.8% | +57.9% | -69.7% | -31.2% |
| 10Y | +19.8% | +222.6% | -202.9% | -37.3% |
| All | +73.5% | +357.8% | -284.3% | -15.1% |
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