-83.1%
PGY vs VT
+76.1%
-159.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.2% | -4.4% |
| 7D | -11.3% | -2.0% | -9.3% | -7.6% |
| 30D | -4.2% | -1.4% | -2.8% | -1.1% |
| 3M | +40.0% | +4.7% | +35.3% | +29.9% |
| 6M | +79.2% | +11.4% | +67.8% | +49.2% |
| YTD | -2.9% | +13.1% | -15.9% | -21.2% |
| 1Y | -45.0% | +19.0% | -64.0% | -58.7% |
| 3Y | -24.8% | +73.9% | -98.8% | -64.8% |
| 5Y | -82.6% | +65.4% | -148.0% | -92.6% |
| All | -83.1% | +76.1% | -159.2% | -92.7% |
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