+10.2%
PCG vs VSXY
+125.0%
-114.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.9% |
| 7D | -1.1% | +15.2% | -16.2% | -2.2% |
| 30D | +0.1% | +37.0% | -36.9% | -2.5% |
| 3M | -24.4% | +15.2% | -39.6% | -25.5% |
| 6M | -17.7% | +136.3% | -154.0% | -24.2% |
| YTD | -17.4% | +109.6% | -127.0% | -23.6% |
| 1Y | -19.4% | +223.7% | -243.1% | -28.3% |
| 3Y | -18.6% | +516.3% | -534.9% | -34.5% |
| 5Y | +10.2% | +125.1% | -114.9% | -2.1% |
| All | +10.2% | +125.0% | -114.8% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling