-42.9%
VRT vs PCG
-19.4%
-23.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +18.6% | -2.0% | +20.6% | +18.8% |
| 30D | -11.7% | -2.7% | -9.0% | -11.6% |
| 3M | -27.3% | -25.1% | -2.2% | -29.0% |
| 6M | -42.9% | -22.3% | -20.6% | -43.1% |
| All | -42.9% | -19.4% | -23.4% | -43.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling