-76.7%
PCG vs VXUS
+144.6%
-221.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | -1.2% |
| 7D | -1.1% | +0.8% | -1.8% | -1.8% |
| 30D | +0.1% | -1.9% | +2.0% | +1.6% |
| 3M | -24.4% | -4.4% | -20.0% | -21.6% |
| 6M | -17.7% | -2.0% | -15.7% | -17.1% |
| YTD | -17.4% | +11.1% | -28.5% | -26.6% |
| 1Y | -19.4% | +15.1% | -34.4% | -30.7% |
| 3Y | -18.6% | +70.4% | -89.0% | -52.8% |
| 5Y | +10.2% | +47.2% | -37.0% | -26.3% |
| 10Y | -76.7% | +142.3% | -219.0% | -90.2% |
| All | -76.7% | +144.6% | -221.3% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling