-76.7%
PCG vs VO
+206.8%
-283.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | -1.2% |
| 7D | -1.1% | -0.1% | -0.9% | -1.0% |
| 30D | +0.1% | +0.5% | -0.4% | -0.5% |
| 3M | -24.4% | -1.0% | -23.4% | -23.8% |
| 6M | -17.7% | +6.4% | -24.1% | -22.4% |
| YTD | -17.4% | +13.6% | -31.0% | -26.9% |
| 1Y | -19.4% | +14.5% | -33.8% | -29.3% |
| 3Y | -18.6% | +67.2% | -85.8% | -50.6% |
| 5Y | +10.2% | +36.1% | -25.9% | -19.2% |
| 10Y | -76.7% | +199.3% | -276.0% | -91.1% |
| All | -76.7% | +206.8% | -283.5% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling