+2.9%
PCG vs VMC
-11.8%
+14.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.3% | +4.0% |
| 7D | +5.4% | -0.5% | +5.9% | +5.4% |
| 30D | -15.1% | -9.1% | -6.0% | -13.3% |
| 3M | -9.8% | -4.1% | -5.7% | -9.2% |
| 6M | -18.0% | -5.5% | -12.5% | -17.1% |
| YTD | -7.2% | -8.9% | +1.7% | -5.3% |
| 1Y | +2.9% | -12.9% | +15.8% | +6.1% |
| All | +2.9% | -11.8% | +14.7% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling