+41.0%
PCG vs VSXY
+99.7%
-58.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -2.2% | +0.8% | -3.1% | -2.3% |
| 30D | -0.5% | +24.0% | -24.5% | -2.2% |
| 3M | -24.0% | +16.7% | -40.6% | -25.1% |
| 6M | -18.6% | +138.6% | -157.2% | -25.1% |
| YTD | -17.7% | +102.8% | -120.5% | -23.6% |
| 1Y | -20.0% | +214.2% | -234.2% | -28.7% |
| 3Y | -20.2% | +461.4% | -481.6% | -34.9% |
| 5Y | +8.4% | +118.3% | -109.9% | -5.1% |
| All | +41.0% | +99.7% | -58.7% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling