-12.2%
PCG vs VUG
+1,251.8%
-1,264.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.7% |
| 7D | -13.9% | -0.1% | -13.8% | -13.8% |
| 30D | -16.9% | -0.3% | -16.5% | -16.7% |
| 3M | -14.7% | -0.7% | -14.0% | -14.8% |
| 6M | -23.8% | +14.6% | -38.4% | -30.2% |
| YTD | -10.5% | +9.0% | -19.5% | -15.9% |
| 1Y | -5.1% | +14.9% | -20.0% | -13.8% |
| 3Y | -11.6% | +86.0% | -97.6% | -41.8% |
| 5Y | +59.0% | +76.7% | -17.7% | +5.6% |
| 10Y | -75.7% | +411.3% | -487.0% | -91.7% |
| All | -12.2% | +1,251.8% | -1,264.0% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling