-39.3%
VG vs PL
+273.6%
-312.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.2% |
| 7D | +1.7% | -9.3% | +11.0% | +2.9% |
| 30D | +16.0% | -18.9% | +34.9% | +19.0% |
| 3M | +9.7% | -58.4% | +68.1% | +22.2% |
| 6M | +29.6% | -30.3% | +59.9% | +28.3% |
| YTD | +112.0% | -8.1% | +120.1% | +98.2% |
| 1Y | +12.8% | +180.5% | -167.7% | -14.8% |
| All | -39.3% | +273.6% | -312.9% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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