-12.2%
PCG vs VO
+827.2%
-839.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.6% |
| 7D | -13.9% | -0.3% | -13.6% | -13.7% |
| 30D | -16.9% | -0.3% | -16.5% | -16.6% |
| 3M | -14.7% | +2.9% | -17.7% | -16.4% |
| 6M | -23.8% | +9.3% | -33.2% | -28.2% |
| YTD | -10.5% | +14.2% | -24.7% | -18.0% |
| 1Y | -5.1% | +15.3% | -20.4% | -13.6% |
| 3Y | -11.6% | +56.2% | -67.9% | -34.1% |
| 5Y | +59.0% | +42.4% | +16.6% | +24.9% |
| 10Y | -75.7% | +194.7% | -270.5% | -87.2% |
| All | -12.2% | +827.2% | -839.4% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling