-76.5%
PCG vs VTV
+229.4%
-305.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | -2.0% | +2.3% | -4.3% | -4.3% |
| 30D | -2.7% | +3.8% | -6.5% | -6.5% |
| 3M | -25.1% | +1.7% | -26.7% | -26.5% |
| 6M | -22.3% | +10.9% | -33.2% | -30.5% |
| YTD | -18.5% | +21.7% | -40.2% | -33.9% |
| 1Y | -21.8% | +23.4% | -45.2% | -37.6% |
| 3Y | -21.0% | +78.0% | -99.0% | -57.4% |
| 5Y | +8.1% | +77.4% | -69.3% | -41.6% |
| All | -76.5% | +229.4% | -305.9% | -91.9% |
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 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