-11.1%
PCG vs VYM
+66.8%
-77.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.1% | +4.0% |
| 7D | +5.4% | +0.1% | +5.3% | +5.2% |
| 30D | -15.1% | -1.3% | -13.8% | -14.2% |
| 3M | -9.8% | +4.1% | -13.9% | -12.9% |
| 6M | -18.0% | +9.8% | -27.8% | -24.5% |
| YTD | -7.2% | +15.3% | -22.6% | -18.2% |
| 1Y | +2.9% | +20.0% | -17.1% | -12.5% |
| 3Y | -11.1% | +66.2% | -77.3% | -45.6% |
| All | -11.1% | +66.8% | -77.9% | -45.6% |
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