+2.9%
PCG vs VUG
+14.2%
-11.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.6% |
| 7D | +5.4% | +0.9% | +4.5% | +5.5% |
| 30D | -15.1% | -1.4% | -13.7% | -15.2% |
| 3M | -9.8% | +2.3% | -12.1% | -9.5% |
| 6M | -18.0% | +15.7% | -33.7% | -18.6% |
| YTD | -7.2% | +8.6% | -15.9% | -8.3% |
| 1Y | +2.9% | +14.1% | -11.2% | -0.4% |
| All | +2.9% | +14.2% | -11.3% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling