-11.8%
PCG vs VLTO
+57.1%
-68.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -2.2% | +1.5% | -3.7% | -2.5% |
| 30D | -0.5% | +20.9% | -21.4% | -3.6% |
| 3M | -24.0% | +21.4% | -45.4% | -26.5% |
| 6M | -18.6% | +37.6% | -56.2% | -23.2% |
| YTD | -17.7% | +19.5% | -37.2% | -20.4% |
| 1Y | -20.0% | +22.0% | -42.0% | -23.2% |
| 3Y | -20.2% | +70.7% | -90.9% | -24.8% |
| All | -11.8% | +57.1% | -68.9% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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