+105.7%
PCG vs VMC
+3,246.6%
-3,140.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.2% |
| 7D | -13.9% | -4.3% | -9.5% | -13.0% |
| 30D | -16.9% | -8.2% | -8.6% | -15.3% |
| 3M | -14.7% | -7.0% | -7.7% | -13.6% |
| 6M | -23.8% | -10.8% | -13.1% | -22.2% |
| YTD | -10.5% | -7.4% | -3.1% | -9.5% |
| 1Y | -5.1% | -9.5% | +4.4% | -3.7% |
| 3Y | -11.6% | +20.5% | -32.1% | -16.5% |
| 5Y | +59.0% | +51.6% | +7.4% | +41.7% |
| 10Y | -75.7% | +150.0% | -225.8% | -81.0% |
| All | +105.7% | +3,246.6% | -3,140.9% | +7.7% |
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