-19.0%
PCG vs VGT
+2,103.8%
-2,122.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | -0.1% |
| 7D | -1.1% | -1.6% | +0.6% | -0.5% |
| 30D | +0.1% | -12.5% | +12.6% | +5.7% |
| 3M | -24.4% | -7.7% | -16.7% | -22.2% |
| 6M | -17.7% | -0.2% | -17.5% | -18.9% |
| YTD | -17.4% | +19.3% | -36.7% | -25.4% |
| 1Y | -19.4% | +18.2% | -37.6% | -27.1% |
| 3Y | -18.6% | +109.6% | -128.2% | -45.7% |
| 5Y | +10.2% | +105.5% | -95.3% | -27.5% |
| 10Y | -76.7% | +716.4% | -793.1% | -92.1% |
| All | -19.0% | +2,103.8% | -2,122.8% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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