-76.4%
PCG vs VIG
+264.3%
-340.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.8% |
| 7D | -2.2% | -0.3% | -1.9% | -2.0% |
| 30D | -0.5% | +4.9% | -5.4% | -5.3% |
| 3M | -24.0% | +2.9% | -26.9% | -26.3% |
| 6M | -18.6% | +11.2% | -29.8% | -27.1% |
| YTD | -17.7% | +16.0% | -33.7% | -29.5% |
| 1Y | -20.0% | +17.0% | -37.0% | -32.1% |
| 3Y | -20.2% | +66.9% | -87.1% | -53.6% |
| 5Y | +8.4% | +65.8% | -57.5% | -36.9% |
| 10Y | -76.4% | +263.6% | -340.0% | -93.0% |
| All | -76.4% | +264.3% | -340.7% | -93.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling