-55.6%
PCG vs VEA
+154.9%
-210.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +1.1% |
| 7D | -0.5% | 0.0% | -0.4% | -0.5% |
| 30D | +0.8% | -1.4% | +2.2% | +1.5% |
| 3M | -22.0% | -4.1% | -17.9% | -20.2% |
| 6M | -17.1% | -1.3% | -15.8% | -17.0% |
| YTD | -16.9% | +12.1% | -28.9% | -23.0% |
| 1Y | -19.1% | +16.1% | -35.1% | -26.6% |
| 3Y | -19.4% | +73.0% | -92.5% | -42.3% |
| 5Y | +9.0% | +55.1% | -46.1% | -17.1% |
| 10Y | -76.2% | +156.9% | -233.1% | -85.8% |
| All | -55.6% | +154.9% | -210.5% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling