+301.6%
PCGPX vs VT
+363.9%
-62.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.4% |
| 7D | +0.2% | -0.3% | +0.5% | +0.4% |
| 30D | -0.3% | -1.4% | +1.1% | +0.7% |
| 3M | -1.4% | -1.4% | 0.0% | -0.5% |
| 6M | +4.4% | +5.5% | -1.1% | +0.5% |
| YTD | +10.2% | +12.8% | -2.7% | +1.0% |
| 1Y | +12.4% | +15.4% | -3.1% | +1.4% |
| 3Y | +58.7% | +76.9% | -18.2% | +5.8% |
| 5Y | +40.5% | +60.4% | -19.9% | 0.0% |
| 10Y | +162.2% | +232.8% | -70.5% | +10.1% |
| All | +301.6% | +363.9% | -62.3% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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