-75.9%
PCG vs VEA
+162.2%
-238.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | 0.0% |
| 7D | +0.5% | -2.1% | +2.6% | +2.4% |
| 30D | -18.9% | -1.1% | -17.8% | -18.2% |
| 3M | -15.8% | +5.1% | -20.9% | -19.9% |
| 6M | -22.6% | +9.8% | -32.3% | -29.9% |
| YTD | -12.2% | +15.9% | -28.1% | -24.8% |
| 1Y | -7.1% | +24.6% | -31.6% | -25.8% |
| 3Y | -15.8% | +75.5% | -91.4% | -52.6% |
| 5Y | +53.3% | +59.4% | -6.1% | -5.3% |
| All | -75.9% | +162.2% | -238.1% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VEA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling