+42.6%
PCG vs VSXY
+93.0%
-50.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.0% |
| 7D | +2.2% | -1.7% | +3.9% | +2.3% |
| 30D | +0.8% | +20.1% | -19.4% | -0.8% |
| 3M | -23.8% | +16.6% | -40.4% | -24.9% |
| 6M | -19.6% | +134.9% | -154.6% | -25.9% |
| YTD | -16.7% | +96.0% | -112.7% | -22.5% |
| 1Y | -19.4% | +203.8% | -223.2% | -27.9% |
| 3Y | -18.3% | +465.3% | -483.6% | -33.5% |
| 5Y | +10.4% | +106.3% | -95.9% | -2.9% |
| All | +42.6% | +93.0% | -50.4% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling