-77.2%
PCG vs VCIT
+29.0%
-106.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.7% |
| 7D | 0.0% | +0.5% | -0.5% | -0.8% |
| 30D | +5.8% | +2.1% | +3.8% | +2.0% |
| 3M | -22.8% | -1.6% | -21.2% | -20.6% |
| 6M | -18.4% | -1.6% | -16.8% | -16.2% |
| YTD | -16.9% | -1.5% | -15.3% | -14.6% |
| 1Y | -17.6% | -0.4% | -17.2% | -17.1% |
| 3Y | -20.0% | +19.6% | -39.5% | -42.0% |
| 5Y | +16.0% | +3.3% | +12.8% | +18.7% |
| All | -77.2% | +29.0% | -106.1% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling