+1,934.0%
VRT vs PCG
-68.2%
+2,002.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -3.9% |
| 7D | +10.5% | +2.2% | +8.3% | +10.2% |
| 30D | -9.3% | +0.8% | -10.1% | -9.4% |
| 3M | -29.6% | -23.8% | -5.8% | -27.7% |
| 6M | -45.4% | -19.6% | -25.7% | -44.3% |
| YTD | +24.8% | -16.7% | +41.5% | +26.6% |
| 1Y | +23.6% | -19.4% | +43.0% | +25.8% |
| 3Y | +379.7% | -18.3% | +398.0% | +385.6% |
| 5Y | +660.3% | +10.4% | +649.9% | +648.2% |
| All | +1,934.0% | -68.2% | +2,002.2% | +1,822.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling