-77.6%
PCG vs VT
+215.5%
-293.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.2% |
| 7D | -1.6% | -2.3% | +0.7% | +0.4% |
| 30D | +1.4% | -5.0% | +6.4% | +6.1% |
| 3M | -23.4% | -4.9% | -18.5% | -19.9% |
| 6M | -19.4% | -1.5% | -17.8% | -18.9% |
| YTD | -18.5% | +8.5% | -27.0% | -25.6% |
| 1Y | -19.5% | +11.4% | -30.9% | -28.5% |
| 3Y | -21.0% | +70.1% | -91.1% | -54.7% |
| 5Y | +13.7% | +53.7% | -40.0% | -28.0% |
| All | -77.6% | +215.5% | -293.2% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling