-12.2%
PCG vs VTV
+721.7%
-733.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.7% | +2.6% |
| 7D | -13.9% | +0.5% | -14.4% | -14.2% |
| 30D | -16.9% | +1.1% | -18.0% | -17.5% |
| 3M | -14.7% | +5.9% | -20.6% | -18.3% |
| 6M | -23.8% | +11.6% | -35.5% | -29.7% |
| YTD | -10.5% | +19.8% | -30.3% | -21.6% |
| 1Y | -5.1% | +26.2% | -31.3% | -20.0% |
| 3Y | -11.6% | +68.5% | -80.1% | -39.4% |
| 5Y | +59.0% | +79.9% | -20.9% | +4.6% |
| 10Y | -75.7% | +229.7% | -305.4% | -88.9% |
| All | -12.2% | +721.7% | -733.9% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling