+158.4%
VGT vs PL
+67.9%
+90.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.4% |
| 7D | -0.2% | -9.2% | +9.1% | +1.0% |
| 30D | -0.4% | -32.9% | +32.4% | +4.6% |
| 3M | +4.4% | -51.9% | +56.3% | +13.7% |
| 6M | +32.1% | -35.3% | +67.4% | +35.9% |
| YTD | +28.8% | -16.6% | +45.4% | +27.3% |
| 1Y | +35.3% | +70.1% | -34.8% | +20.2% |
| 3Y | +124.8% | +479.2% | -354.5% | +53.1% |
| 5Y | +137.9% | +65.9% | +72.0% | +74.4% |
| All | +158.4% | +67.9% | +90.5% | +88.4% |
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