-13.8%
PCG vs VSXY
+324.0%
-337.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +2.3% |
| 7D | -13.9% | -14.0% | +0.1% | -13.1% |
| 30D | -16.9% | -15.9% | -0.9% | -16.0% |
| 3M | -14.7% | +3.4% | -18.1% | -15.1% |
| 6M | -23.8% | +25.9% | -49.7% | -25.8% |
| YTD | -10.5% | +39.5% | -50.0% | -13.5% |
| 1Y | -5.1% | +194.4% | -199.5% | -13.1% |
| All | -13.8% | +324.0% | -337.8% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling