+1,978.7%
VRT vs PCG
-68.5%
+2,047.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.4% |
| 7D | +0.5% | -2.2% | +2.7% | +0.7% |
| 30D | -13.7% | -0.5% | -13.3% | -13.6% |
| 3M | -26.7% | -24.0% | -2.7% | -24.7% |
| 6M | -43.8% | -18.6% | -25.2% | -42.9% |
| YTD | +27.6% | -17.7% | +45.2% | +29.6% |
| 1Y | +15.5% | -20.0% | +35.5% | +17.6% |
| 3Y | +395.6% | -20.2% | +415.8% | +403.1% |
| 5Y | +677.3% | +8.4% | +669.0% | +666.4% |
| All | +1,978.7% | -68.5% | +2,047.2% | +1,867.1% |
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