-13.8%
PCG vs VCLT
+13.1%
-26.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -13.9% | -0.5% | -13.3% | -13.6% |
| 30D | -16.9% | -0.9% | -16.0% | -16.4% |
| 3M | -14.7% | -3.2% | -11.5% | -13.0% |
| 6M | -23.8% | -3.8% | -20.0% | -22.0% |
| YTD | -10.5% | -2.0% | -8.5% | -9.4% |
| 1Y | -5.1% | -0.8% | -4.3% | -4.7% |
| All | -13.8% | +13.1% | -26.9% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling