-52.7%
PCG vs VEU
+192.1%
-244.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.1% |
| 7D | -13.9% | +1.1% | -15.0% | -14.4% |
| 30D | -16.9% | +2.2% | -19.0% | -17.9% |
| 3M | -14.7% | +3.0% | -17.7% | -16.5% |
| 6M | -23.8% | +10.9% | -34.7% | -28.6% |
| YTD | -10.5% | +18.2% | -28.7% | -19.3% |
| 1Y | -5.1% | +28.3% | -33.4% | -18.5% |
| 3Y | -11.6% | +74.6% | -86.2% | -36.5% |
| 5Y | +59.0% | +56.4% | +2.6% | +21.3% |
| 10Y | -75.7% | +153.0% | -228.8% | -85.3% |
| All | -52.7% | +192.1% | -244.8% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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