+2,926.4%
V vs PCG
-43.5%
+2,969.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.2% |
| 7D | -1.7% | -13.9% | +12.1% | -0.4% |
| 30D | +2.0% | -16.9% | +18.8% | +3.7% |
| 3M | +17.4% | -14.7% | +32.1% | +19.0% |
| 6M | +17.5% | -23.8% | +41.3% | +20.5% |
| YTD | +7.6% | -10.5% | +18.1% | +8.2% |
| 1Y | +7.7% | -5.1% | +12.8% | +7.5% |
| 3Y | +54.7% | -11.6% | +66.3% | +54.9% |
| 5Y | +73.0% | +59.0% | +14.0% | +62.4% |
| 10Y | +390.9% | -75.7% | +466.6% | +501.6% |
| All | +2,926.4% | -43.5% | +2,969.9% | +2,346.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling