+38.4%
PL vs VIG
+65.3%
-26.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -1.1% |
| 7D | +13.4% | -0.3% | +13.7% | +14.9% |
| 30D | -10.2% | +4.9% | -15.1% | -18.2% |
| 3M | -39.5% | +2.9% | -42.4% | -42.8% |
| 6M | -65.7% | +11.2% | -77.0% | -71.9% |
| YTD | -27.3% | +16.0% | -43.3% | -45.0% |
| 1Y | +15.0% | +17.0% | -2.0% | -13.9% |
| 3Y | +560.8% | +66.9% | +494.0% | +189.7% |
| 5Y | +38.4% | +65.8% | -27.4% | -36.0% |
| All | +38.4% | +65.3% | -26.9% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling