+61.8%
PCG vs VSXY
+21.5%
+40.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.9% | -0.2% | +3.3% |
| 7D | +5.4% | -6.8% | +12.2% | +5.9% |
| 30D | -15.1% | -20.4% | +5.2% | -13.6% |
| 3M | -9.8% | +2.9% | -12.7% | -10.3% |
| 6M | -18.0% | +67.9% | -85.9% | -22.5% |
| YTD | -7.2% | +44.9% | -52.1% | -11.5% |
| 1Y | +2.9% | +205.9% | -203.1% | -8.8% |
| 3Y | -11.1% | +373.9% | -384.9% | -27.9% |
| 5Y | +61.8% | +23.5% | +38.3% | +47.6% |
| All | +61.8% | +21.5% | +40.3% | +47.6% |
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