+89.8%
PCG vs VMC
+3,595.0%
-3,505.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.7% |
| 7D | -1.1% | +0.3% | -1.3% | -1.1% |
| 30D | +0.1% | +18.6% | -18.5% | -3.7% |
| 3M | -24.4% | +2.0% | -26.5% | -24.9% |
| 6M | -17.7% | +2.6% | -20.3% | -18.5% |
| YTD | -17.4% | +2.3% | -19.7% | -18.4% |
| 1Y | -19.4% | +1.7% | -21.1% | -20.3% |
| 3Y | -18.6% | +41.7% | -60.3% | -25.9% |
| 5Y | +10.2% | +46.6% | -36.4% | -1.3% |
| 10Y | -76.7% | +140.3% | -216.9% | -81.7% |
| All | +89.8% | +3,595.0% | -3,505.2% | -3.0% |
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