-20.9%
VST vs PCG
-6.6%
-14.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +3.3% |
| 7D | +8.9% | -13.9% | +22.8% | +10.2% |
| 30D | +6.2% | -16.9% | +23.1% | +8.0% |
| 3M | -2.7% | -14.7% | +12.0% | -1.6% |
| 6M | -8.4% | -23.8% | +15.5% | -4.6% |
| YTD | -7.2% | -10.5% | +3.3% | -5.8% |
| 1Y | -20.9% | -5.1% | -15.8% | -20.4% |
| All | -20.9% | -6.6% | -14.3% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling