-11.1%
PCG vs VTV
+69.1%
-80.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +4.4% |
| 7D | +5.4% | +0.3% | +5.1% | +5.1% |
| 30D | -15.1% | +0.1% | -15.3% | -15.3% |
| 3M | -9.8% | +6.2% | -16.0% | -14.7% |
| 6M | -18.0% | +13.5% | -31.5% | -27.1% |
| YTD | -7.2% | +18.9% | -26.1% | -21.0% |
| 1Y | +2.9% | +25.8% | -22.9% | -16.9% |
| 3Y | -11.1% | +68.7% | -79.8% | -47.8% |
| All | -11.1% | +69.1% | -80.2% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling