+916.4%
VRT vs PG
+12.8%
+903.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.6% |
| 7D | -7.7% | -2.7% | -5.0% | -8.0% |
| 30D | -12.0% | -1.5% | -10.4% | -12.1% |
| 3M | -11.7% | -3.4% | -8.3% | -11.9% |
| 6M | -8.1% | -7.0% | -1.1% | -8.5% |
| YTD | +53.2% | +2.0% | +51.2% | +53.6% |
| 1Y | +81.7% | -6.5% | +88.1% | +82.4% |
| 3Y | +535.3% | +1.2% | +534.1% | +497.8% |
| 5Y | +916.4% | +12.8% | +903.6% | +817.5% |
| All | +916.4% | +12.8% | +903.5% | +817.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling