-56.3%
PCG vs VCIT
+96.2%
-152.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | 0.0% |
| 7D | +1.9% | +0.4% | +1.5% | +1.3% |
| 30D | +8.5% | +2.2% | +6.3% | +5.4% |
| 3M | -22.9% | -1.8% | -21.1% | -21.0% |
| 6M | -16.8% | -1.6% | -15.1% | -15.0% |
| YTD | -15.8% | -1.7% | -14.1% | -13.8% |
| 1Y | -16.0% | -0.8% | -15.2% | -15.0% |
| 3Y | -18.9% | +19.3% | -38.2% | -35.5% |
| 5Y | +17.4% | +3.5% | +13.9% | +14.2% |
| 10Y | -76.4% | +28.6% | -105.0% | -81.1% |
| All | -56.3% | +96.2% | -152.5% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling