+2,723.0%
VRT vs PCG
-65.8%
+2,788.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +1.9% | +4.1% |
| 7D | +9.1% | -13.9% | +23.0% | +10.5% |
| 30D | +0.9% | -16.9% | +17.8% | +2.6% |
| 3M | -13.4% | -14.7% | +1.4% | -12.3% |
| 6M | +11.7% | -23.8% | +35.5% | +14.4% |
| YTD | +73.2% | -10.5% | +83.7% | +74.2% |
| 1Y | +123.4% | -5.1% | +128.5% | +123.0% |
| 3Y | +606.2% | -11.6% | +617.8% | +608.3% |
| 5Y | +899.9% | +59.0% | +840.9% | +855.1% |
| All | +2,723.0% | -65.8% | +2,788.8% | +2,545.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling