-75.9%
PCG vs VYM
+207.1%
-283.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | +0.5% | -1.9% | +2.4% | +2.5% |
| 30D | -18.9% | -2.6% | -16.3% | -16.7% |
| 3M | -15.8% | +3.6% | -19.4% | -18.9% |
| 6M | -22.6% | +8.7% | -31.2% | -29.0% |
| YTD | -12.2% | +14.1% | -26.3% | -23.6% |
| 1Y | -7.1% | +17.8% | -24.9% | -21.8% |
| 3Y | -15.8% | +64.5% | -80.4% | -50.6% |
| 5Y | +53.3% | +77.5% | -24.2% | -17.2% |
| All | -75.9% | +207.1% | -283.0% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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