-76.4%
PCG vs VXUS
+146.5%
-222.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.8% |
| 7D | -2.2% | -0.5% | -1.7% | -1.9% |
| 30D | -0.5% | -1.2% | +0.7% | +0.4% |
| 3M | -24.0% | -3.8% | -20.1% | -21.5% |
| 6M | -18.6% | -1.7% | -17.0% | -18.4% |
| YTD | -17.7% | +11.4% | -29.1% | -27.0% |
| 1Y | -20.0% | +13.3% | -33.3% | -30.2% |
| 3Y | -20.2% | +70.0% | -90.2% | -53.6% |
| 5Y | +8.4% | +48.1% | -39.7% | -27.9% |
| 10Y | -76.4% | +147.1% | -223.4% | -90.2% |
| All | -76.4% | +146.5% | -222.9% | -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