+89.6%
VRT vs PG
-5.2%
+94.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +4.6% |
| 7D | -8.4% | -0.8% | -7.6% | -9.0% |
| 30D | -10.9% | +0.8% | -11.7% | -10.3% |
| 3M | -13.7% | -1.3% | -12.3% | -13.9% |
| 6M | -4.1% | -3.8% | -0.3% | -7.0% |
| YTD | +58.7% | +3.6% | +55.1% | +75.1% |
| 1Y | +89.6% | -5.7% | +95.4% | +85.4% |
| All | +89.6% | -5.2% | +94.8% | +85.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling