-49.9%
PCG vs VT
+356.1%
-406.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | +2.5% | -1.6% | +4.2% | +3.6% |
| 30D | +7.9% | -2.5% | +10.4% | +9.6% |
| 3M | -23.4% | -1.3% | -22.1% | -22.8% |
| 6M | -18.6% | +3.1% | -21.7% | -20.6% |
| YTD | -16.5% | +10.9% | -27.4% | -22.4% |
| 1Y | -15.4% | +12.1% | -27.4% | -22.0% |
| 3Y | -19.6% | +73.9% | -93.5% | -44.5% |
| 5Y | +16.3% | +58.0% | -41.6% | -14.9% |
| 10Y | -76.7% | +225.5% | -302.2% | -88.4% |
| All | -49.9% | +356.1% | -406.0% | -81.1% |
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