-76.7%
PCG vs VUG
+405.9%
-482.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | -0.3% |
| 7D | -1.1% | +0.5% | -1.6% | -1.5% |
| 30D | +0.1% | -8.2% | +8.3% | +4.9% |
| 3M | -24.4% | -5.4% | -19.0% | -22.2% |
| 6M | -17.7% | -2.5% | -15.1% | -17.2% |
| YTD | -17.4% | +4.2% | -21.6% | -20.6% |
| 1Y | -19.4% | +5.0% | -24.4% | -23.0% |
| 3Y | -18.6% | +81.7% | -100.3% | -47.5% |
| 5Y | +10.2% | +62.5% | -52.3% | -24.1% |
| 10Y | -76.7% | +396.3% | -473.0% | -92.9% |
| All | -76.7% | +405.9% | -482.6% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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