-10.5%
PCG vs VUG
+86.3%
-96.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | -13.9% | -0.1% | -13.8% | -13.8% |
| 30D | -16.9% | -0.3% | -16.5% | -16.8% |
| 3M | -14.7% | -0.7% | -14.0% | -14.6% |
| 6M | -23.8% | +14.6% | -38.4% | -26.4% |
| YTD | -10.5% | +9.0% | -19.5% | -12.5% |
| 1Y | -5.1% | +14.9% | -20.0% | -8.8% |
| All | -10.5% | +86.3% | -96.9% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling