+2,486.9%
VRT vs PG
+121.4%
+2,365.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.5% |
| 7D | -8.4% | -0.8% | -7.6% | -8.3% |
| 30D | -10.9% | +0.8% | -11.7% | -10.9% |
| 3M | -13.7% | -1.3% | -12.3% | -13.7% |
| 6M | -4.1% | -3.8% | -0.3% | -4.0% |
| YTD | +58.7% | +3.6% | +55.1% | +57.8% |
| 1Y | +89.6% | -5.7% | +95.4% | +90.5% |
| 3Y | +558.1% | +1.6% | +556.6% | +534.3% |
| 5Y | +953.0% | +14.6% | +938.3% | +874.7% |
| All | +2,486.9% | +121.4% | +2,365.5% | +2,088.5% |
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