-20.0%
PCG vs VO
+66.5%
-86.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.4% |
| 7D | -2.0% | +2.9% | -4.9% | -3.9% |
| 30D | -2.7% | +1.0% | -3.7% | -3.4% |
| 3M | -25.1% | -1.7% | -23.3% | -24.2% |
| 6M | -22.3% | +6.7% | -29.0% | -25.8% |
| YTD | -18.5% | +14.0% | -32.5% | -25.8% |
| 1Y | -21.8% | +13.7% | -35.5% | -28.8% |
| All | -20.0% | +66.5% | -86.6% | -48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling