-19.6%
PCG vs VIG
+17.0%
-36.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | 0.0% |
| 7D | -1.1% | +0.4% | -1.5% | -1.4% |
| 30D | +0.1% | +4.3% | -4.2% | -2.3% |
| 3M | -24.4% | +2.0% | -26.5% | -25.4% |
| 6M | -17.7% | +10.2% | -27.8% | -22.0% |
| YTD | -17.4% | +14.8% | -32.2% | -23.5% |
| All | -19.6% | +17.0% | -36.6% | -26.5% |
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