+449.7%
V vs PCG
-77.4%
+527.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | +2.2% | -1.6% | +3.8% | +2.3% |
| 30D | +13.6% | +1.4% | +12.2% | +13.5% |
| 3M | +14.3% | -23.4% | +37.7% | +16.3% |
| 6M | +33.1% | -19.4% | +52.5% | +34.8% |
| YTD | +21.2% | -18.5% | +39.7% | +22.6% |
| 1Y | +26.4% | -19.5% | +46.0% | +27.9% |
| 3Y | +77.6% | -21.0% | +98.6% | +79.4% |
| 5Y | +102.6% | +13.7% | +88.9% | +99.2% |
| All | +449.7% | -77.4% | +527.1% | +464.1% |
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