+119.2%
PJFG vs VT
+81.8%
+37.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.1% |
| 7D | -3.8% | -2.3% | -1.5% | -0.9% |
| 30D | -11.3% | -5.0% | -6.4% | -5.3% |
| 3M | -7.1% | -4.9% | -2.3% | -0.9% |
| 6M | -3.4% | -1.5% | -1.8% | -1.3% |
| YTD | -1.0% | +8.5% | -9.5% | -10.7% |
| 1Y | -1.6% | +11.4% | -12.9% | -14.2% |
| 3Y | +69.0% | +70.1% | -1.0% | -12.7% |
| All | +119.2% | +81.8% | +37.5% | +4.4% |
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