+72.2%
V vs PCG
+58.3%
+13.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.5% |
| 7D | -1.7% | -13.9% | +12.1% | +1.0% |
| 30D | +2.0% | -16.9% | +18.8% | +5.5% |
| 3M | +17.4% | -14.7% | +32.1% | +20.5% |
| 6M | +17.5% | -23.8% | +41.3% | +24.1% |
| YTD | +7.6% | -10.5% | +18.1% | +8.4% |
| 1Y | +7.7% | -5.1% | +12.8% | +6.4% |
| 3Y | +54.7% | -11.6% | +66.3% | +53.1% |
| All | +72.2% | +58.3% | +13.8% | +46.5% |
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