+99.1%
V vs PCG
+13.7%
+85.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | +2.2% | -1.6% | +3.8% | +2.6% |
| 30D | +13.6% | +1.4% | +12.2% | +13.2% |
| 3M | +14.3% | -23.4% | +37.7% | +20.4% |
| 6M | +33.1% | -19.4% | +52.5% | +37.9% |
| YTD | +21.2% | -18.5% | +39.7% | +24.5% |
| 1Y | +26.4% | -19.5% | +46.0% | +30.2% |
| 3Y | +77.6% | -21.0% | +98.6% | +80.3% |
| All | +99.1% | +13.7% | +85.3% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling