-30.3%
PL vs VIG
+8.2%
-38.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.2% |
| 7D | -9.3% | -0.4% | -8.9% | -8.4% |
| 30D | -18.9% | -1.0% | -18.0% | -17.1% |
| 3M | -58.4% | +2.8% | -61.1% | -61.0% |
| 6M | -30.3% | +8.2% | -38.5% | -38.4% |
| All | -30.3% | +8.2% | -38.5% | -38.4% |
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 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