+61.8%
PCG vs VIG
+63.6%
-1.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +4.3% |
| 7D | +5.4% | -0.4% | +5.8% | +5.7% |
| 30D | -15.1% | -2.1% | -13.0% | -13.6% |
| 3M | -9.8% | +3.3% | -13.2% | -12.4% |
| 6M | -18.0% | +9.3% | -27.3% | -24.2% |
| YTD | -7.2% | +10.1% | -17.4% | -14.9% |
| 1Y | +2.9% | +14.7% | -11.9% | -9.0% |
| 3Y | -11.1% | +56.9% | -68.0% | -41.2% |
| 5Y | +61.8% | +62.9% | -1.1% | +0.9% |
| All | +61.8% | +63.6% | -1.8% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling