-75.2%
PCG vs VIG
+240.3%
-315.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +4.4% |
| 7D | +5.4% | -0.4% | +5.8% | +5.8% |
| 30D | -15.1% | -2.1% | -13.0% | -13.3% |
| 3M | -9.8% | +3.3% | -13.2% | -12.8% |
| 6M | -18.0% | +9.3% | -27.3% | -25.2% |
| YTD | -7.2% | +10.1% | -17.4% | -16.1% |
| 1Y | +2.9% | +14.7% | -11.9% | -10.9% |
| 3Y | -11.1% | +56.9% | -68.0% | -44.8% |
| 5Y | +61.8% | +62.9% | -1.1% | -4.2% |
| 10Y | -75.2% | +241.3% | -316.5% | -92.2% |
| All | -75.2% | +240.3% | -315.5% | -92.2% |
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