+10.2%
PCG vs VTR
+101.5%
-91.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | -1.1% | +3.2% | -4.2% | -2.1% |
| 30D | +0.1% | +9.1% | -9.0% | -3.1% |
| 3M | -24.4% | -3.6% | -20.9% | -23.6% |
| 6M | -17.7% | +3.8% | -21.4% | -19.2% |
| YTD | -17.4% | +17.8% | -35.2% | -22.7% |
| 1Y | -19.4% | +20.5% | -39.9% | -25.2% |
| 3Y | -18.6% | +132.4% | -151.0% | -41.8% |
| 5Y | +10.2% | +99.9% | -89.7% | -16.0% |
| All | +10.2% | +101.5% | -91.3% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling