-20.0%
PCG vs VUG
+1,157.1%
-1,177.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.5% |
| 7D | -1.6% | -3.4% | +1.8% | +0.2% |
| 30D | +1.4% | -11.1% | +12.5% | +8.2% |
| 3M | -23.4% | -7.2% | -16.1% | -20.2% |
| 6M | -19.4% | -4.1% | -15.2% | -18.1% |
| YTD | -18.5% | +1.4% | -19.9% | -20.3% |
| 1Y | -19.5% | +1.9% | -21.4% | -21.8% |
| 3Y | -21.0% | +77.7% | -98.7% | -46.7% |
| 5Y | +13.7% | +57.6% | -43.9% | -19.3% |
| 10Y | -77.2% | +398.6% | -475.7% | -92.1% |
| All | -20.0% | +1,157.1% | -1,177.1% | -85.1% |
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