-76.4%
PCG vs VTV
+232.1%
-308.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -2.1% |
| 7D | -2.2% | -0.4% | -1.8% | -1.9% |
| 30D | -0.5% | +3.9% | -4.3% | -4.5% |
| 3M | -24.0% | +2.6% | -26.5% | -26.1% |
| 6M | -18.6% | +11.5% | -30.1% | -27.6% |
| YTD | -17.7% | +22.3% | -39.9% | -33.5% |
| 1Y | -20.0% | +24.5% | -44.5% | -36.7% |
| 3Y | -20.2% | +78.8% | -99.0% | -57.2% |
| 5Y | +8.4% | +78.6% | -70.3% | -41.8% |
| 10Y | -76.4% | +231.8% | -308.2% | -91.8% |
| All | -76.4% | +232.1% | -308.4% | -91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling