+14.1%
PCG vs VUG
+57.0%
-42.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | -1.6% | -3.4% | +1.8% | -0.5% |
| 30D | +1.4% | -11.1% | +12.5% | +5.5% |
| 3M | -23.4% | -7.2% | -16.1% | -21.5% |
| 6M | -19.4% | -4.1% | -15.2% | -18.6% |
| YTD | -18.5% | +1.4% | -19.9% | -19.6% |
| 1Y | -19.5% | +1.9% | -21.4% | -20.9% |
| 3Y | -21.0% | +77.7% | -98.7% | -40.3% |
| All | +14.1% | +57.0% | -42.9% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling