-75.3%
PCG vs VTV
+227.6%
-302.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -3.9% | -3.9% |
| 7D | +6.5% | -0.7% | +7.1% | +7.2% |
| 30D | -16.7% | -0.5% | -16.2% | -16.3% |
| 3M | -14.2% | +5.3% | -19.5% | -18.8% |
| 6M | -21.5% | +12.9% | -34.3% | -30.9% |
| YTD | -11.2% | +18.5% | -29.7% | -25.7% |
| 1Y | -4.2% | +25.3% | -29.5% | -24.4% |
| 3Y | -14.9% | +68.2% | -83.1% | -51.0% |
| 5Y | +54.2% | +80.6% | -26.4% | -17.7% |
| 10Y | -75.3% | +232.9% | -308.2% | -91.3% |
| All | -75.3% | +227.6% | -302.9% | -91.3% |
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