-13.0%
PCLG vs VT
+12.4%
-25.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.0% |
| 7D | -0.8% | -2.3% | +1.5% | +1.4% |
| 30D | -6.9% | -5.0% | -1.9% | -2.4% |
| 3M | -6.4% | -4.9% | -1.5% | -1.9% |
| 6M | -4.0% | -1.5% | -2.4% | -2.3% |
| YTD | -12.1% | +8.5% | -20.6% | -18.5% |
| 1Y | -12.3% | +11.4% | -23.7% | -21.0% |
| All | -13.0% | +12.4% | -25.4% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling