-20.0%
PCG vs VSH
+103.4%
-123.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.8% | -9.8% | -1.0% |
| 7D | -2.2% | +12.8% | -15.0% | -2.3% |
| 30D | -0.5% | -9.0% | +8.6% | -0.6% |
| 3M | -24.0% | -12.2% | -11.8% | -24.0% |
| 6M | -18.6% | -15.9% | -2.7% | -20.0% |
| YTD | -17.7% | +103.2% | -120.9% | -21.7% |
| 1Y | -20.0% | +108.4% | -128.4% | -24.4% |
| All | -20.0% | +103.4% | -123.4% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling