+1,855.0%
VRT vs PCG
-68.2%
+1,923.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.2% |
| 7D | -17.7% | -0.5% | -17.2% | -17.6% |
| 30D | -20.0% | +0.8% | -20.8% | -20.0% |
| 3M | -28.1% | -22.0% | -6.0% | -26.3% |
| 6M | -42.8% | -17.1% | -25.8% | -42.0% |
| YTD | +20.0% | -16.9% | +36.8% | +21.7% |
| 1Y | +3.5% | -19.1% | +22.6% | +5.3% |
| 3Y | +366.1% | -19.4% | +385.6% | +372.7% |
| 5Y | +632.2% | +9.0% | +623.2% | +621.3% |
| All | +1,855.0% | -68.2% | +1,923.2% | +1,748.1% |
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