-76.7%
PCG vs VSH
+128.2%
-204.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +13.4% | -12.1% | -1.9% |
| 7D | -1.1% | +3.5% | -4.5% | -2.6% |
| 30D | +0.1% | -22.4% | +22.5% | +5.2% |
| 3M | -24.4% | -25.2% | +0.7% | -20.4% |
| 6M | -17.7% | -22.5% | +4.9% | -19.3% |
| YTD | -17.4% | +84.2% | -101.6% | -39.9% |
| 1Y | -19.4% | +87.1% | -106.4% | -42.0% |
| 3Y | -18.6% | +31.7% | -50.3% | -38.5% |
| 5Y | +10.2% | +42.6% | -32.4% | -23.5% |
| 10Y | -76.7% | +116.6% | -193.3% | -86.2% |
| All | -76.7% | +128.2% | -204.9% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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