-18.0%
PCG vs VRSN
+7,034.5%
-7,052.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | +1.4% | +4.9% | -3.5% | +1.1% |
| 3M | -23.4% | +5.8% | -29.2% | -23.7% |
| 6M | -19.4% | +12.6% | -31.9% | -20.1% |
| YTD | -18.5% | +28.2% | -46.7% | -20.0% |
| 1Y | -19.5% | +30.4% | -50.0% | -21.2% |
| 3Y | -21.0% | +54.6% | -75.6% | -23.6% |
| 5Y | +13.7% | +35.1% | -21.3% | +10.6% |
| 10Y | -77.2% | +294.0% | -371.1% | -78.9% |
| All | -18.0% | +7,034.5% | -7,052.5% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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