-53.5%
PCG vs VCIT
+98.3%
-151.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.5% |
| 7D | -13.9% | -0.3% | -13.5% | -13.5% |
| 30D | -16.9% | -0.8% | -16.1% | -16.0% |
| 3M | -14.7% | -1.0% | -13.7% | -13.6% |
| 6M | -23.8% | -1.8% | -22.0% | -21.9% |
| YTD | -10.5% | -0.7% | -9.8% | -9.6% |
| 1Y | -5.1% | +1.0% | -6.1% | -6.3% |
| 3Y | -11.6% | +18.8% | -30.5% | -29.3% |
| 5Y | +59.0% | +3.5% | +55.5% | +55.0% |
| 10Y | -75.7% | +29.2% | -105.0% | -80.8% |
| All | -53.5% | +98.3% | -151.8% | -58.7% |
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