-21.0%
PCG vs VXUS
+63.2%
-84.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -1.6% | -1.8% | +0.2% | -0.8% |
| 30D | +1.4% | -4.6% | +6.0% | +3.7% |
| 3M | -23.4% | -6.1% | -17.3% | -21.0% |
| 6M | -19.4% | -4.9% | -14.5% | -17.7% |
| YTD | -18.5% | +8.1% | -26.5% | -23.6% |
| 1Y | -19.5% | +12.1% | -31.6% | -26.4% |
| 3Y | -21.0% | +63.9% | -84.9% | -48.4% |
| All | -21.0% | +63.2% | -84.2% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling