-75.2%
PCG vs VUG
+408.5%
-483.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.9% |
| 7D | +5.4% | +0.9% | +4.5% | +4.9% |
| 30D | -15.1% | -1.4% | -13.7% | -14.4% |
| 3M | -9.8% | +2.3% | -12.1% | -11.4% |
| 6M | -18.0% | +15.7% | -33.7% | -25.5% |
| YTD | -7.2% | +8.6% | -15.9% | -12.7% |
| 1Y | +2.9% | +14.1% | -11.2% | -6.5% |
| 3Y | -11.1% | +87.9% | -99.0% | -43.7% |
| 5Y | +61.8% | +76.3% | -14.5% | +5.2% |
| 10Y | -75.2% | +409.7% | -484.8% | -92.8% |
| All | -75.2% | +408.5% | -483.7% | -92.8% |
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