+87.3%
PCG vs VMC
+3,502.6%
-3,415.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | +1.4% | +15.8% | -14.4% | -2.0% |
| 3M | -23.4% | +0.6% | -24.0% | -23.7% |
| 6M | -19.4% | -4.0% | -15.3% | -19.0% |
| YTD | -18.5% | -0.3% | -18.2% | -19.0% |
| 1Y | -19.5% | -0.5% | -19.0% | -20.1% |
| 3Y | -21.0% | +39.6% | -60.5% | -27.8% |
| 5Y | +13.7% | +50.1% | -36.3% | +1.4% |
| 10Y | -77.2% | +163.9% | -241.1% | -82.4% |
| All | +87.3% | +3,502.6% | -3,415.3% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling