-19.4%
PCG vs VXUS
+69.4%
-88.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -0.5% | +0.5% | -0.9% | -0.7% |
| 30D | +0.8% | -2.5% | +3.3% | +2.0% |
| 3M | -22.0% | -4.6% | -17.4% | -20.3% |
| 6M | -17.1% | -2.6% | -14.5% | -16.4% |
| YTD | -16.9% | +10.4% | -27.2% | -22.8% |
| 1Y | -19.1% | +12.9% | -31.9% | -26.0% |
| 3Y | -19.4% | +68.4% | -87.8% | -48.2% |
| All | -19.4% | +69.4% | -88.8% | -48.2% |
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 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