+1,112.1%
PSX vs VIG
+463.0%
+649.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.7% |
| 7D | +4.5% | -0.4% | +5.0% | +5.0% |
| 30D | +26.6% | -1.0% | +27.6% | +28.0% |
| 3M | +39.3% | +2.8% | +36.5% | +34.5% |
| 6M | +56.8% | +8.2% | +48.6% | +41.7% |
| YTD | +101.8% | +11.0% | +90.8% | +76.8% |
| 1Y | +99.6% | +16.1% | +83.5% | +65.5% |
| 3Y | +140.3% | +56.2% | +84.2% | +41.6% |
| 5Y | +339.3% | +63.0% | +276.3% | +140.2% |
| 10Y | +369.9% | +241.4% | +128.4% | +4.4% |
| All | +1,112.1% | +463.0% | +649.1% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling