-76.0%
PCG vs VTEB
+23.2%
-99.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.7% |
| 7D | +2.2% | -1.2% | +3.4% | +4.5% |
| 30D | +0.8% | +2.5% | -1.7% | -3.9% |
| 3M | -23.8% | -1.7% | -22.1% | -21.3% |
| 6M | -19.6% | -1.2% | -18.4% | -17.7% |
| YTD | -16.7% | -0.5% | -16.2% | -15.9% |
| 1Y | -19.4% | -0.1% | -19.3% | -19.2% |
| 3Y | -18.3% | +10.5% | -28.8% | -33.1% |
| 5Y | +10.4% | +2.6% | +7.8% | +5.9% |
| All | -76.0% | +23.2% | -99.1% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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