-76.4%
PCG vs VO
+202.1%
-278.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -2.1% |
| 7D | -2.2% | +0.2% | -2.5% | -2.5% |
| 30D | -0.5% | +2.0% | -2.5% | -2.4% |
| 3M | -24.0% | -0.3% | -23.7% | -23.8% |
| 6M | -18.6% | +7.3% | -25.9% | -23.9% |
| YTD | -17.7% | +15.0% | -32.7% | -28.0% |
| 1Y | -20.0% | +14.7% | -34.7% | -30.0% |
| 3Y | -20.2% | +67.3% | -87.5% | -51.6% |
| 5Y | +8.4% | +38.8% | -30.4% | -22.1% |
| 10Y | -76.4% | +201.6% | -278.0% | -91.0% |
| All | -76.4% | +202.1% | -278.5% | -91.0% |
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