+44.1%
PL vs VIG
+80.2%
-36.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -1.2% |
| 7D | +5.6% | +1.0% | +4.6% | +4.0% |
| 30D | -16.9% | +4.5% | -21.5% | -23.5% |
| 3M | -38.2% | +2.1% | -40.3% | -40.4% |
| 6M | -63.4% | +10.5% | -73.9% | -69.2% |
| YTD | -27.6% | +15.1% | -42.7% | -43.5% |
| 1Y | +6.6% | +16.9% | -10.3% | -18.8% |
| 3Y | +557.6% | +65.6% | +492.0% | +211.7% |
| 5Y | +39.5% | +64.4% | -24.9% | -32.4% |
| All | +44.1% | +80.2% | -36.0% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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