-55.3%
PCG vs VYM
+498.6%
-553.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +2.2% | +3.7% | -1.5% | -0.7% |
| 30D | +0.8% | +3.7% | -2.9% | -2.1% |
| 3M | -23.8% | -0.7% | -23.1% | -23.4% |
| 6M | -19.6% | +7.2% | -26.8% | -23.9% |
| YTD | -16.7% | +16.9% | -33.7% | -26.3% |
| 1Y | -19.4% | +19.6% | -39.0% | -30.0% |
| 3Y | -18.3% | +74.6% | -92.9% | -47.0% |
| 5Y | +10.4% | +72.3% | -61.9% | -27.3% |
| 10Y | -76.1% | +206.5% | -282.6% | -89.1% |
| All | -55.3% | +498.6% | -553.9% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling