-76.0%
PCG vs VTRS
-30.6%
-45.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +2.0% |
| 7D | +2.2% | +4.6% | -2.4% | +1.1% |
| 30D | +0.8% | +19.4% | -18.6% | -3.6% |
| 3M | -23.8% | +30.8% | -54.6% | -28.8% |
| 6M | -19.6% | +21.6% | -41.3% | -23.8% |
| YTD | -16.7% | +71.2% | -87.9% | -27.9% |
| 1Y | -19.4% | +97.6% | -117.0% | -32.7% |
| 3Y | -18.3% | +163.9% | -182.2% | -38.4% |
| 5Y | +10.4% | +82.1% | -71.7% | -11.0% |
| All | -76.0% | -30.6% | -45.4% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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