-18.6%
PCG vs VSXY
+522.0%
-540.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +1.0% |
| 7D | -1.1% | +15.2% | -16.2% | -2.0% |
| 30D | +0.1% | +37.0% | -36.9% | -2.0% |
| 3M | -24.4% | +15.2% | -39.6% | -25.3% |
| 6M | -17.7% | +136.3% | -154.0% | -23.0% |
| YTD | -17.4% | +109.6% | -127.0% | -22.5% |
| 1Y | -19.4% | +223.7% | -243.1% | -26.7% |
| 3Y | -18.6% | +516.3% | -534.9% | -31.5% |
| All | -18.6% | +522.0% | -540.6% | -31.5% |
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