+619.5%
VRT vs PCG
-11.7%
+631.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +1.9% | +3.9% |
| 7D | +9.1% | -13.9% | +23.0% | +11.5% |
| 30D | +0.9% | -16.9% | +17.8% | +3.9% |
| 3M | -13.4% | -14.7% | +1.4% | -11.9% |
| 6M | +11.7% | -23.8% | +35.5% | +17.2% |
| YTD | +73.2% | -10.5% | +83.7% | +74.2% |
| 1Y | +123.4% | -5.1% | +128.5% | +119.7% |
| All | +619.5% | -11.7% | +631.2% | +609.1% |
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 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