+769.3%
VST vs PCG
+58.3%
+711.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.7% |
| 7D | +8.9% | -13.9% | +22.8% | +13.4% |
| 30D | +6.2% | -16.9% | +23.1% | +11.8% |
| 3M | -2.7% | -14.7% | +12.0% | +1.1% |
| 6M | -8.4% | -23.8% | +15.5% | -0.4% |
| YTD | -7.2% | -10.5% | +3.3% | -5.9% |
| 1Y | -20.9% | -5.1% | -15.8% | -22.2% |
| 3Y | +384.0% | -11.6% | +395.6% | +387.8% |
| All | +769.3% | +58.3% | +711.0% | +569.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling