+379.1%
V vs PG
+121.7%
+257.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.1% |
| 7D | -1.2% | -0.8% | -0.4% | -0.9% |
| 30D | +3.1% | +0.8% | +2.2% | +2.6% |
| 3M | +16.3% | -1.3% | +17.7% | +17.0% |
| 6M | +20.4% | -3.8% | +24.2% | +22.2% |
| YTD | +6.3% | +3.6% | +2.6% | +3.4% |
| 1Y | +8.7% | -5.7% | +14.4% | +10.9% |
| 3Y | +53.3% | +1.6% | +51.7% | +48.2% |
| 5Y | +71.1% | +14.6% | +56.5% | +52.6% |
| All | +379.1% | +121.7% | +257.4% | +223.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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