-20.0%
PCG vs VSH
+37.0%
-57.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.7% |
| 7D | -2.0% | +26.2% | -28.2% | -3.4% |
| 30D | -2.7% | -12.5% | +9.8% | -2.2% |
| 3M | -25.1% | -16.9% | -8.2% | -24.6% |
| 6M | -22.3% | -17.0% | -5.3% | -23.7% |
| YTD | -18.5% | +93.8% | -112.3% | -27.7% |
| 1Y | -21.8% | +99.3% | -121.2% | -31.0% |
| All | -20.0% | +37.0% | -57.0% | -30.7% |
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