+105.7%
PCG vs VSH
+1,674.8%
-1,569.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -2.0% | +1.9% |
| 7D | -13.9% | +4.1% | -17.9% | -14.3% |
| 30D | -16.9% | -4.2% | -12.7% | -16.5% |
| 3M | -14.7% | -50.0% | +35.2% | -8.1% |
| 6M | -23.8% | +80.2% | -104.0% | -31.6% |
| YTD | -10.5% | +121.1% | -131.6% | -22.2% |
| 1Y | -5.1% | +112.0% | -117.1% | -17.4% |
| 3Y | -11.6% | +22.5% | -34.1% | -19.1% |
| 5Y | +59.0% | +64.0% | -5.0% | +38.6% |
| 10Y | -75.7% | +170.4% | -246.1% | -80.2% |
| All | +105.7% | +1,674.8% | -1,569.1% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling