-75.2%
PCG vs VMC
+149.2%
-224.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.3% | +4.2% |
| 7D | +5.4% | -0.5% | +5.9% | +5.5% |
| 30D | -15.1% | -9.1% | -6.0% | -12.4% |
| 3M | -9.8% | -4.1% | -5.7% | -9.0% |
| 6M | -18.0% | -5.5% | -12.5% | -17.0% |
| YTD | -7.2% | -8.9% | +1.7% | -5.2% |
| 1Y | +2.9% | -12.9% | +15.8% | +6.5% |
| 3Y | -11.1% | +22.1% | -33.2% | -19.9% |
| 5Y | +61.8% | +52.7% | +9.1% | +31.9% |
| 10Y | -75.2% | +152.7% | -227.9% | -83.6% |
| All | -75.2% | +149.2% | -224.4% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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