-76.0%
PCG vs VT
+224.5%
-300.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.5% |
| 7D | -13.9% | +0.4% | -14.3% | -14.2% |
| 30D | -16.9% | +1.0% | -17.8% | -17.6% |
| 3M | -14.7% | +2.4% | -17.1% | -17.0% |
| 6M | -23.8% | +12.0% | -35.8% | -32.1% |
| YTD | -10.5% | +15.3% | -25.8% | -22.7% |
| 1Y | -5.1% | +22.6% | -27.7% | -22.9% |
| 3Y | -11.6% | +74.7% | -86.3% | -50.3% |
| 5Y | +59.0% | +66.1% | -7.1% | -6.3% |
| All | -76.0% | +224.5% | -300.5% | -92.5% |
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