+87.3%
PCG vs VSH
+1,203.4%
-1,116.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.7% | -7.7% | -2.7% |
| 7D | -1.6% | -12.9% | +11.3% | -0.1% |
| 30D | +1.4% | -36.9% | +38.3% | +7.0% |
| 3M | -23.4% | -28.8% | +5.4% | -20.7% |
| 6M | -19.4% | -30.3% | +10.9% | -18.2% |
| YTD | -18.5% | +62.4% | -80.9% | -26.9% |
| 1Y | -19.5% | +62.5% | -82.1% | -28.0% |
| 3Y | -21.0% | +7.4% | -28.4% | -27.1% |
| 5Y | +13.7% | +25.4% | -11.7% | +1.9% |
| 10Y | -77.2% | +102.6% | -179.8% | -80.8% |
| All | +87.3% | +1,203.4% | -1,116.1% | +13.4% |
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 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