-75.3%
PCG vs VTR
+87.8%
-163.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.7% | -4.0% |
| 7D | +6.5% | -2.9% | +9.4% | +7.9% |
| 30D | -16.7% | -2.8% | -13.9% | -15.7% |
| 3M | -14.2% | +9.0% | -23.2% | -17.8% |
| 6M | -21.5% | +5.0% | -26.4% | -23.6% |
| YTD | -11.2% | +16.9% | -28.1% | -17.9% |
| 1Y | -4.2% | +34.3% | -38.5% | -17.2% |
| 3Y | -14.9% | +131.6% | -146.4% | -44.2% |
| 5Y | +54.2% | +88.0% | -33.7% | +8.8% |
| 10Y | -75.3% | +97.8% | -173.1% | -84.1% |
| All | -75.3% | +87.8% | -163.1% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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