+1,917.9%
VRT vs PCG
-68.4%
+1,986.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.3% | +8.3% | +9.5% |
| 7D | -10.6% | -1.1% | -9.5% | -10.5% |
| 30D | -17.4% | +0.1% | -17.5% | -17.4% |
| 3M | -26.4% | -24.4% | -2.0% | -24.3% |
| 6M | -41.0% | -17.7% | -23.3% | -40.0% |
| YTD | +23.8% | -17.4% | +41.2% | +25.8% |
| 1Y | +11.6% | -19.4% | +31.0% | +13.6% |
| 3Y | +403.5% | -18.6% | +422.1% | +410.1% |
| 5Y | +647.0% | +10.2% | +636.8% | +635.6% |
| All | +1,917.9% | -68.4% | +1,986.3% | +1,809.1% |
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