-11.1%
PCG vs VTR
+131.6%
-142.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.1% | +3.8% |
| 7D | +5.4% | -2.4% | +7.8% | +6.2% |
| 30D | -15.1% | -3.7% | -11.4% | -14.0% |
| 3M | -9.8% | +13.5% | -23.3% | -14.0% |
| 6M | -18.0% | +7.2% | -25.2% | -20.3% |
| YTD | -7.2% | +17.6% | -24.8% | -12.6% |
| 1Y | +2.9% | +35.4% | -32.5% | -7.8% |
| 3Y | -11.1% | +132.8% | -143.9% | -34.7% |
| All | -11.1% | +131.6% | -142.7% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling