+133.8%
PJFG vs VT
+92.3%
+41.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.2% |
| 7D | +1.1% | +1.0% | +0.1% | -0.2% |
| 30D | -1.8% | -0.2% | -1.6% | -1.5% |
| 3M | +1.9% | +4.5% | -2.6% | -3.6% |
| 6M | +13.8% | +14.1% | -0.3% | -3.7% |
| YTD | +5.6% | +14.8% | -9.2% | -11.4% |
| 1Y | +8.9% | +21.2% | -12.3% | -14.9% |
| 3Y | +79.7% | +76.6% | +3.1% | -11.7% |
| All | +133.8% | +92.3% | +41.6% | +3.6% |
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