+77.9%
VUG vs PL
+536.4%
-458.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | +2.5% | +10.0% | -7.5% | +1.6% |
| 30D | -6.3% | -2.3% | -4.0% | -6.3% |
| 3M | -6.0% | -44.2% | +38.2% | -1.9% |
| 6M | -3.5% | -66.1% | +62.6% | +3.9% |
| YTD | +3.9% | -30.0% | +33.9% | +4.0% |
| 1Y | +5.1% | +21.0% | -15.9% | -0.3% |
| 3Y | +77.9% | +516.5% | -438.7% | +37.0% |
| All | +77.9% | +536.4% | -458.5% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling