-18.3%
PCG vs VTRS
+158.7%
-177.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +2.0% |
| 7D | +2.2% | +4.6% | -2.4% | +1.4% |
| 30D | +0.8% | +19.4% | -18.6% | -2.1% |
| 3M | -23.8% | +30.8% | -54.6% | -27.2% |
| 6M | -19.6% | +21.6% | -41.3% | -22.4% |
| YTD | -16.7% | +71.2% | -87.9% | -24.9% |
| 1Y | -19.4% | +97.6% | -117.0% | -29.3% |
| 3Y | -18.3% | +163.9% | -182.2% | -39.9% |
| All | -18.3% | +158.7% | -177.0% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling