+104.6%
VGT vs PL
+31.5%
+73.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -1.6% |
| 7D | +2.5% | +10.0% | -7.6% | +1.1% |
| 30D | -9.5% | -2.3% | -7.2% | -9.4% |
| 3M | -9.5% | -44.2% | +34.7% | -3.1% |
| 6M | -1.8% | -66.1% | +64.3% | +10.6% |
| YTD | +18.4% | -30.0% | +48.4% | +19.2% |
| 1Y | +18.7% | +21.0% | -2.3% | +10.2% |
| 3Y | +103.8% | +516.5% | -412.7% | +36.7% |
| All | +104.6% | +31.5% | +73.1% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling