+108.8%
V vs PCG
+8.3%
+100.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +0.8% | -0.5% | +1.3% | +0.9% |
| 30D | +9.9% | +0.8% | +9.2% | +9.7% |
| 3M | +17.5% | -22.0% | +39.5% | +23.4% |
| 6M | +33.5% | -17.1% | +50.6% | +37.4% |
| YTD | +21.6% | -16.9% | +38.4% | +24.3% |
| 1Y | +27.6% | -19.1% | +46.6% | +31.5% |
| 3Y | +76.4% | -19.4% | +95.9% | +78.3% |
| All | +108.8% | +8.3% | +100.5% | +81.1% |
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 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