+567.3%
VRT vs PCG
+13.7%
+553.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.4% | +4.3% |
| 7D | -21.4% | -1.6% | -19.8% | -20.8% |
| 30D | -25.8% | +1.4% | -27.2% | -26.2% |
| 3M | -33.5% | -23.4% | -10.1% | -26.9% |
| 6M | -49.0% | -19.4% | -29.7% | -46.0% |
| YTD | +12.9% | -18.5% | +31.4% | +18.6% |
| 1Y | 0.0% | -19.5% | +19.6% | +5.4% |
| 3Y | +361.8% | -21.0% | +382.8% | +370.2% |
| All | +567.3% | +13.7% | +553.6% | +391.6% |
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