-5.1%
PCG vs VTV
+27.0%
-32.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.7% | +2.7% |
| 7D | -13.9% | +0.5% | -14.4% | -14.2% |
| 30D | -16.9% | +1.1% | -18.0% | -17.6% |
| 3M | -14.7% | +5.9% | -20.6% | -19.0% |
| 6M | -23.8% | +11.6% | -35.5% | -31.4% |
| YTD | -10.5% | +19.8% | -30.3% | -25.1% |
| 1Y | -5.1% | +26.2% | -31.3% | -27.9% |
| All | -5.1% | +27.0% | -32.1% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 1y: compounded portfolio wealth divided by compounded VTV 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…
1y analysis · Full analysis span regression · 6 months rolling