-76.7%
PCG vs VIG
+267.0%
-343.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | -1.1% |
| 7D | -1.1% | +0.4% | -1.5% | -1.6% |
| 30D | +0.1% | +4.3% | -4.2% | -4.2% |
| 3M | -24.4% | +2.0% | -26.5% | -26.1% |
| 6M | -17.7% | +10.2% | -27.8% | -25.6% |
| YTD | -17.4% | +14.8% | -32.2% | -28.5% |
| 1Y | -19.4% | +17.5% | -36.8% | -31.9% |
| 3Y | -18.6% | +67.4% | -86.0% | -52.8% |
| 5Y | +10.2% | +63.4% | -53.2% | -34.8% |
| 10Y | -76.7% | +259.9% | -336.6% | -93.1% |
| All | -76.7% | +267.0% | -343.7% | -93.1% |
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