-21.0%
PCG vs VIG
+62.5%
-83.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -1.6% | -1.8% | +0.2% | -0.3% |
| 30D | +1.4% | +2.7% | -1.3% | -0.8% |
| 3M | -23.4% | 0.0% | -23.4% | -23.4% |
| 6M | -19.4% | +6.8% | -26.1% | -23.5% |
| YTD | -18.5% | +12.1% | -30.6% | -25.7% |
| 1Y | -19.5% | +14.8% | -34.4% | -28.3% |
| 3Y | -21.0% | +62.4% | -83.4% | -53.5% |
| All | -21.0% | +62.5% | -83.5% | -53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling