-22.0%
VST vs PCG
-19.5%
-2.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.4% |
| 7D | +6.6% | +2.2% | +4.4% | +6.3% |
| 30D | -12.4% | +0.8% | -13.1% | -12.5% |
| 3M | -9.0% | -23.8% | +14.8% | -7.2% |
| 6M | -6.4% | -19.6% | +13.2% | -5.6% |
| YTD | -17.2% | -16.7% | -0.5% | -13.9% |
| 1Y | -22.0% | -19.4% | -2.6% | -16.2% |
| All | -22.0% | -19.5% | -2.5% | -16.2% |
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