-76.0%
PCG vs VMC
+125.2%
-201.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.3% |
| 7D | +2.2% | -1.3% | +3.4% | +2.6% |
| 30D | +0.8% | +15.5% | -14.7% | -4.3% |
| 3M | -23.8% | +0.6% | -24.4% | -24.2% |
| 6M | -19.6% | +2.1% | -21.7% | -20.8% |
| YTD | -16.7% | -1.6% | -15.2% | -17.4% |
| 1Y | -19.4% | -1.2% | -18.2% | -20.2% |
| 3Y | -18.3% | +35.3% | -53.6% | -29.4% |
| 5Y | +10.4% | +43.6% | -33.2% | -8.5% |
| All | -76.0% | +125.2% | -201.2% | -84.7% |
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