+96.8%
VUG vs PL
+84.9%
+11.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -0.1% | -9.3% | +9.2% | +0.9% |
| 30D | -0.3% | -18.9% | +18.6% | +1.8% |
| 3M | -0.7% | -58.4% | +57.7% | +7.9% |
| 6M | +14.6% | -30.3% | +44.9% | +16.0% |
| YTD | +9.0% | -8.1% | +17.1% | +6.1% |
| 1Y | +14.9% | +180.5% | -165.6% | -4.7% |
| 3Y | +86.0% | +444.1% | -358.1% | +31.1% |
| 5Y | +76.7% | +83.0% | -6.3% | +31.6% |
| All | +96.8% | +84.9% | +11.9% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling