-18.3%
PCG vs VYM
+74.7%
-93.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | +2.2% | +3.7% | -1.5% | -0.9% |
| 30D | +0.8% | +3.7% | -2.9% | -2.4% |
| 3M | -23.8% | -0.7% | -23.1% | -23.4% |
| 6M | -19.6% | +7.2% | -26.8% | -24.4% |
| YTD | -16.7% | +16.9% | -33.7% | -27.3% |
| 1Y | -19.4% | +19.6% | -39.0% | -31.1% |
| 3Y | -18.3% | +74.6% | -92.9% | -54.2% |
| All | -18.3% | +74.7% | -93.0% | -54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling