+905.2%
VRT vs PCG
+58.3%
+846.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +1.9% | +3.4% |
| 7D | +9.1% | -13.9% | +23.0% | +14.0% |
| 30D | +0.9% | -16.9% | +17.8% | +6.8% |
| 3M | -13.4% | -14.7% | +1.4% | -10.1% |
| 6M | +11.7% | -23.8% | +35.5% | +22.0% |
| YTD | +73.2% | -10.5% | +83.7% | +74.7% |
| 1Y | +123.4% | -5.1% | +128.5% | +117.1% |
| 3Y | +606.2% | -11.6% | +617.8% | +584.7% |
| All | +905.2% | +58.3% | +846.9% | +670.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling