-51.9%
PCG vs VYM
+492.8%
-544.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.7% |
| 7D | -13.9% | 0.0% | -13.8% | -13.8% |
| 30D | -16.9% | -0.5% | -16.3% | -16.5% |
| 3M | -14.7% | +3.0% | -17.8% | -16.7% |
| 6M | -23.8% | +8.2% | -32.0% | -28.4% |
| YTD | -10.5% | +15.8% | -26.3% | -20.1% |
| 1Y | -5.1% | +20.8% | -26.0% | -18.1% |
| 3Y | -11.6% | +65.3% | -76.9% | -40.1% |
| 5Y | +59.0% | +76.6% | -17.6% | +3.0% |
| 10Y | -75.7% | +203.9% | -279.6% | -88.9% |
| All | -51.9% | +492.8% | -544.8% | -84.5% |
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 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