-22.0%
PCG vs VNQ
+392.5%
-414.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.7% |
| 7D | -13.9% | -1.3% | -12.6% | -13.3% |
| 30D | -16.9% | -2.9% | -13.9% | -15.8% |
| 3M | -14.7% | +0.8% | -15.5% | -14.9% |
| 6M | -23.8% | +2.5% | -26.3% | -24.4% |
| YTD | -10.5% | +10.6% | -21.1% | -13.8% |
| 1Y | -5.1% | +9.1% | -14.2% | -8.1% |
| 3Y | -11.6% | +31.0% | -42.6% | -20.3% |
| 5Y | +59.0% | +4.9% | +54.1% | +55.5% |
| 10Y | -75.7% | +59.5% | -135.2% | -79.1% |
| All | -22.0% | +392.5% | -414.5% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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