+54.2%
PCG vs VYM
+76.9%
-22.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.7% | -3.8% |
| 7D | +6.5% | -1.0% | +7.4% | +7.4% |
| 30D | -16.7% | -2.0% | -14.7% | -15.1% |
| 3M | -14.2% | +3.1% | -17.2% | -16.6% |
| 6M | -21.5% | +8.9% | -30.3% | -27.6% |
| YTD | -11.2% | +14.7% | -25.9% | -22.2% |
| 1Y | -4.2% | +19.4% | -23.6% | -19.3% |
| 3Y | -14.9% | +65.4% | -80.3% | -48.5% |
| 5Y | +54.2% | +77.6% | -23.3% | -13.9% |
| All | +54.2% | +76.9% | -22.7% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling