+366.1%
VRT vs PCG
-18.6%
+384.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.3% |
| 7D | -17.7% | -0.5% | -17.2% | -17.6% |
| 30D | -20.0% | +0.8% | -20.8% | -20.1% |
| 3M | -28.1% | -22.0% | -6.0% | -25.1% |
| 6M | -42.8% | -17.1% | -25.8% | -41.8% |
| YTD | +20.0% | -16.9% | +36.8% | +22.5% |
| 1Y | +3.5% | -19.1% | +22.6% | +6.6% |
| 3Y | +366.1% | -19.4% | +385.6% | +387.8% |
| All | +366.1% | -18.6% | +384.7% | +387.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling