-76.0%
PCG vs VCIT
+29.2%
-105.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.5% |
| 7D | -13.9% | -0.3% | -13.5% | -13.3% |
| 30D | -16.9% | -0.8% | -16.1% | -15.7% |
| 3M | -14.7% | -1.0% | -13.7% | -13.2% |
| 6M | -23.8% | -1.8% | -22.0% | -21.3% |
| YTD | -10.5% | -0.7% | -9.8% | -9.4% |
| 1Y | -5.1% | +1.0% | -6.1% | -6.7% |
| 3Y | -11.6% | +18.8% | -30.5% | -35.2% |
| 5Y | +59.0% | +3.5% | +55.5% | +62.7% |
| All | -76.0% | +29.2% | -105.2% | -83.9% |
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