+442.0%
PTGX vs VT
+221.8%
+220.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.2% |
| 7D | -0.8% | +2.4% | -3.2% | -3.3% |
| 30D | -3.9% | -1.5% | -2.4% | -2.3% |
| 3M | -13.5% | -4.1% | -9.4% | -9.5% |
| 6M | +26.1% | +0.6% | +25.5% | +25.1% |
| YTD | +49.9% | +11.0% | +38.9% | +33.3% |
| 1Y | +57.3% | +13.3% | +44.0% | +36.8% |
| 3Y | +729.3% | +73.4% | +655.9% | +324.5% |
| 5Y | +253.0% | +57.4% | +195.5% | +111.1% |
| All | +442.0% | +221.8% | +220.3% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling