-76.2%
PCG vs VEA
+156.1%
-232.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +1.4% |
| 7D | -0.5% | 0.0% | -0.4% | -0.6% |
| 30D | +0.8% | -1.4% | +2.2% | +1.9% |
| 3M | -22.0% | -4.1% | -17.9% | -19.3% |
| 6M | -17.1% | -1.3% | -15.8% | -17.1% |
| YTD | -16.9% | +12.1% | -28.9% | -26.8% |
| 1Y | -19.1% | +16.1% | -35.1% | -31.2% |
| 3Y | -19.4% | +73.0% | -92.5% | -54.3% |
| 5Y | +9.0% | +55.1% | -46.1% | -31.4% |
| 10Y | -76.2% | +156.9% | -233.1% | -90.8% |
| All | -76.2% | +156.1% | -232.3% | -90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling