+11.7%
PL vs VIG
+16.6%
-4.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.0% |
| 7D | +22.3% | +3.1% | +19.2% | +14.5% |
| 30D | -8.3% | +5.0% | -13.4% | -18.1% |
| 3M | -43.3% | +2.7% | -45.9% | -46.5% |
| 6M | -65.8% | +11.0% | -76.8% | -72.5% |
| YTD | -29.5% | +16.0% | -45.5% | -47.9% |
| 1Y | +11.7% | +16.3% | -4.5% | -19.0% |
| All | +11.7% | +16.6% | -4.9% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling