-43.5%
PCG vs VIG
+623.5%
-667.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.8% |
| 7D | -13.9% | -0.4% | -13.4% | -13.5% |
| 30D | -16.9% | -1.0% | -15.9% | -16.2% |
| 3M | -14.7% | +2.8% | -17.5% | -16.7% |
| 6M | -23.8% | +8.2% | -32.0% | -28.7% |
| YTD | -10.5% | +11.0% | -21.5% | -18.0% |
| 1Y | -5.1% | +16.1% | -21.3% | -16.3% |
| 3Y | -11.6% | +56.2% | -67.8% | -39.2% |
| 5Y | +59.0% | +63.0% | -4.0% | +5.6% |
| 10Y | -75.7% | +241.4% | -317.2% | -90.5% |
| All | -43.5% | +623.5% | -667.1% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling