+77.9%
V vs PCG
-20.2%
+98.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -2.3% | -2.2% | -0.1% | -2.1% |
| 30D | +9.5% | -0.5% | +10.0% | +9.6% |
| 3M | +17.5% | -24.0% | +41.5% | +21.5% |
| 6M | +32.2% | -18.6% | +50.8% | +34.8% |
| YTD | +22.3% | -17.7% | +40.0% | +24.0% |
| 1Y | +26.8% | -20.0% | +46.8% | +29.4% |
| All | +77.9% | -20.2% | +98.1% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling