+13.6%
PCG vs VTR
+1,499.7%
-1,486.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.9% |
| 7D | -13.9% | -1.7% | -12.2% | -13.5% |
| 30D | -16.9% | -2.4% | -14.4% | -16.4% |
| 3M | -14.7% | +14.8% | -29.5% | -17.3% |
| 6M | -23.8% | +5.3% | -29.2% | -24.8% |
| YTD | -10.5% | +18.1% | -28.6% | -13.8% |
| 1Y | -5.1% | +36.7% | -41.8% | -11.5% |
| 3Y | -11.6% | +130.1% | -141.7% | -26.5% |
| 5Y | +59.0% | +89.5% | -30.5% | +36.5% |
| 10Y | -75.7% | +87.4% | -163.1% | -80.3% |
| All | +13.6% | +1,499.7% | -1,486.1% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling