-85.9%
PGY vs VT
+73.0%
-158.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.6% |
| 7D | -3.6% | +2.4% | -6.0% | -7.9% |
| 30D | +0.4% | -1.5% | +1.9% | +4.2% |
| 3M | -21.4% | -4.1% | -17.3% | -13.7% |
| 6M | +28.2% | +0.6% | +27.6% | +30.1% |
| YTD | -19.3% | +11.0% | -30.3% | -31.7% |
| 1Y | -27.9% | +13.3% | -41.3% | -41.0% |
| 3Y | +14.3% | +73.4% | -59.1% | -45.4% |
| 5Y | -86.1% | +57.4% | -143.5% | -93.8% |
| All | -85.9% | +73.0% | -158.9% | -93.7% |
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