+484.0%
V vs PCG
-76.0%
+560.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.1% |
| 7D | +0.9% | +2.2% | -1.2% | +0.8% |
| 30D | +9.0% | +0.8% | +8.2% | +8.9% |
| 3M | +16.7% | -23.8% | +40.5% | +18.8% |
| 6M | +33.4% | -19.6% | +53.0% | +35.2% |
| YTD | +22.4% | -16.7% | +39.1% | +23.5% |
| 1Y | +27.7% | -19.4% | +47.1% | +29.1% |
| 3Y | +78.0% | -18.3% | +96.3% | +79.3% |
| 5Y | +108.5% | +10.4% | +98.1% | +105.3% |
| All | +484.0% | -76.0% | +560.0% | +489.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling