+21.1%
PL vs VIG
+59.0%
-37.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.4% | +10.8% | +11.1% |
| 7D | -6.8% | -1.8% | -5.0% | -3.6% |
| 30D | -29.3% | +2.7% | -32.0% | -33.2% |
| 3M | -44.8% | 0.0% | -44.7% | -44.9% |
| 6M | -68.4% | +6.8% | -75.1% | -71.9% |
| YTD | -36.4% | +12.1% | -48.4% | -48.7% |
| 1Y | +0.7% | +14.8% | -14.1% | -22.2% |
| 3Y | +455.3% | +62.4% | +392.9% | +156.8% |
| All | +21.1% | +59.0% | -37.9% | -40.0% |
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