-11.3%
PCG vs VTV
+24.1%
-35.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -2.2% |
| 7D | -3.5% | -1.1% | -2.4% | -2.7% |
| 30D | -20.6% | -1.0% | -19.6% | -20.0% |
| 3M | -17.6% | +4.6% | -22.2% | -20.7% |
| 6M | -23.5% | +13.5% | -37.0% | -31.9% |
| YTD | -13.6% | +18.5% | -32.1% | -26.1% |
| 1Y | -11.3% | +22.9% | -34.2% | -27.2% |
| All | -11.3% | +24.1% | -35.5% | -27.2% |
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