-76.0%
PCG vs VTR
+130.3%
-206.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | +0.8% | +5.5% | -4.7% | -1.9% |
| 3M | -23.8% | -0.9% | -22.9% | -23.6% |
| 6M | -19.6% | -0.4% | -19.2% | -20.1% |
| YTD | -16.7% | +17.0% | -33.8% | -23.4% |
| 1Y | -19.4% | +18.0% | -37.3% | -26.1% |
| 3Y | -18.3% | +127.4% | -145.7% | -46.0% |
| 5Y | +10.4% | +92.3% | -81.9% | -23.0% |
| All | -76.0% | +130.3% | -206.3% | -85.4% |
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