-9.8%
PCG vs VLTO
+54.7%
-64.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +1.9% | +13.8% | -11.9% | -0.3% |
| 30D | +8.5% | +21.2% | -12.7% | +5.0% |
| 3M | -22.9% | +21.5% | -44.4% | -25.5% |
| 6M | -16.8% | +33.0% | -49.7% | -21.0% |
| YTD | -15.8% | +17.8% | -33.6% | -18.4% |
| 1Y | -16.0% | +18.1% | -34.1% | -18.8% |
| 3Y | -18.9% | +67.6% | -86.5% | -23.3% |
| All | -9.8% | +54.7% | -64.6% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling