+262.4%
VST vs PCG
-21.6%
+284.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.0% | +12.5% | +11.1% |
| 7D | -9.8% | -1.6% | -8.2% | -9.5% |
| 30D | -25.1% | +1.4% | -26.6% | -25.5% |
| 3M | -11.6% | -23.4% | +11.8% | -5.6% |
| 6M | -20.9% | -19.4% | -1.5% | -17.7% |
| YTD | -22.3% | -18.5% | -3.8% | -19.5% |
| 1Y | -32.0% | -19.5% | -12.5% | -29.2% |
| 3Y | +262.4% | -21.0% | +283.4% | +287.4% |
| All | +262.4% | -21.6% | +284.0% | +287.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling