+2,010.2%
VRT vs PCG
-68.8%
+2,079.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +18.6% | -2.0% | +20.6% | +18.9% |
| 30D | -11.7% | -2.7% | -9.0% | -11.3% |
| 3M | -27.3% | -25.1% | -2.2% | -25.2% |
| 6M | -42.9% | -22.3% | -20.6% | -41.6% |
| YTD | +29.5% | -18.5% | +48.0% | +31.7% |
| 1Y | +21.0% | -21.8% | +42.9% | +23.6% |
| 3Y | +403.1% | -21.0% | +424.1% | +411.3% |
| 5Y | +688.8% | +8.1% | +680.7% | +678.2% |
| All | +2,010.2% | -68.8% | +2,079.0% | +1,899.1% |
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 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