-81.4%
PGY vs VT
+65.7%
-147.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -0.9% |
| 7D | -1.8% | -0.1% | -1.7% | -1.4% |
| 30D | 0.0% | -0.7% | +0.7% | +1.7% |
| 3M | +45.9% | +4.0% | +41.9% | +36.7% |
| 6M | +86.5% | +12.3% | +74.2% | +51.4% |
| YTD | +3.3% | +14.0% | -10.7% | -18.4% |
| 1Y | -42.7% | +20.3% | -63.0% | -58.5% |
| 3Y | -20.0% | +75.4% | -95.4% | -64.7% |
| 5Y | -81.4% | +66.0% | -147.4% | -92.5% |
| All | -81.4% | +65.7% | -147.1% | -92.5% |
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