-69.4%
PL vs VIG
+8.1%
-77.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.3% | -6.8% | -1.0% |
| 7D | -20.5% | -2.0% | -18.6% | -15.9% |
| 30D | -38.8% | +2.7% | -41.5% | -45.7% |
| 3M | -49.1% | +0.3% | -49.5% | -50.4% |
| 6M | -69.4% | +7.6% | -77.0% | -80.0% |
| All | -69.4% | +8.1% | -77.5% | -80.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling