+76.1%
VUG vs PL
+403.1%
-327.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -10.1% | +4.7% | -4.6% |
| 7D | -7.1% | -20.5% | +13.4% | -5.4% |
| 30D | -12.1% | -38.8% | +26.7% | -8.6% |
| 3M | -8.1% | -49.1% | +41.0% | -3.2% |
| 6M | -3.2% | -69.4% | +66.2% | +5.2% |
| YTD | +0.5% | -42.3% | +42.8% | +2.3% |
| 1Y | -0.7% | -14.2% | +13.5% | -2.9% |
| All | +76.1% | +403.1% | -327.0% | +37.1% |
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