+57.3%
VUG vs PL
+20.8%
+36.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.4% | -9.5% | -0.2% |
| 7D | -3.4% | -6.8% | +3.4% | -2.8% |
| 30D | -11.1% | -29.3% | +18.2% | -7.9% |
| 3M | -7.2% | -44.8% | +37.5% | -1.6% |
| 6M | -4.1% | -68.4% | +64.2% | +6.6% |
| YTD | +1.4% | -36.4% | +37.7% | +2.3% |
| 1Y | +1.9% | +0.7% | +1.2% | -3.4% |
| 3Y | +77.7% | +455.3% | -377.6% | +22.5% |
| All | +57.3% | +20.8% | +36.5% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling