+158.8%
VGT vs PL
+84.9%
+73.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +1.0% | -9.3% | +10.3% | +2.2% |
| 30D | +1.3% | -18.9% | +20.2% | +3.9% |
| 3M | -1.1% | -58.4% | +57.2% | +9.2% |
| 6M | +32.6% | -30.3% | +62.9% | +35.1% |
| YTD | +29.0% | -8.1% | +37.1% | +26.0% |
| 1Y | +39.7% | +180.5% | -140.8% | +14.5% |
| 3Y | +120.9% | +444.1% | -323.2% | +52.5% |
| 5Y | +133.6% | +83.0% | +50.5% | +69.1% |
| All | +158.8% | +84.9% | +73.9% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling