-46.3%
PCG vs VT
+374.2%
-420.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.4% |
| 7D | -13.9% | +0.4% | -14.3% | -14.1% |
| 30D | -16.9% | +1.0% | -17.8% | -17.4% |
| 3M | -14.7% | +2.4% | -17.1% | -16.3% |
| 6M | -23.8% | +12.0% | -35.8% | -29.5% |
| YTD | -10.5% | +15.3% | -25.8% | -18.9% |
| 1Y | -5.1% | +22.6% | -27.7% | -17.4% |
| 3Y | -11.6% | +74.7% | -86.3% | -39.2% |
| 5Y | +59.0% | +66.1% | -7.1% | +12.7% |
| 10Y | -75.7% | +225.0% | -300.7% | -88.0% |
| All | -46.3% | +374.2% | -420.5% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling