-13.8%
PCG vs VSH
+34.1%
-47.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -2.0% | +2.2% |
| 7D | -13.9% | +4.1% | -17.9% | -14.1% |
| 30D | -16.9% | -4.2% | -12.7% | -16.7% |
| 3M | -14.7% | -50.0% | +35.2% | -11.3% |
| 6M | -23.8% | +80.2% | -104.0% | -30.7% |
| YTD | -10.5% | +121.1% | -131.6% | -20.8% |
| 1Y | -5.1% | +112.0% | -117.1% | -15.9% |
| All | -13.8% | +34.1% | -47.9% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling