+535.3%
VRT vs PG
+0.9%
+534.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.5% |
| 7D | -7.7% | -2.7% | -5.0% | -9.3% |
| 30D | -12.0% | -1.5% | -10.4% | -12.7% |
| 3M | -11.7% | -3.4% | -8.3% | -12.9% |
| 6M | -8.1% | -7.0% | -1.1% | -11.5% |
| YTD | +53.2% | +2.0% | +51.2% | +57.9% |
| 1Y | +81.7% | -6.5% | +88.1% | +79.4% |
| All | +535.3% | +0.9% | +534.4% | +602.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling