-16.0%
PCG vs VIG
+19.5%
-35.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | -0.4% |
| 7D | +1.9% | +2.7% | -0.8% | +0.3% |
| 30D | +8.5% | +7.0% | +1.5% | +4.4% |
| 3M | -22.9% | +4.0% | -26.9% | -24.6% |
| 6M | -16.8% | +12.3% | -29.0% | -21.9% |
| YTD | -15.8% | +16.4% | -32.2% | -22.5% |
| 1Y | -16.0% | +19.2% | -35.2% | -24.0% |
| All | -16.0% | +19.5% | -35.5% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling