+897.3%
VST vs PCG
-76.3%
+973.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -4.9% | -6.0% |
| 7D | -19.9% | 0.0% | -19.9% | -19.9% |
| 30D | -29.7% | +5.8% | -35.5% | -30.1% |
| 3M | -19.6% | -22.8% | +3.2% | -17.5% |
| 6M | -29.4% | -18.4% | -11.0% | -28.1% |
| YTD | -29.7% | -16.9% | -12.9% | -28.6% |
| 1Y | -40.0% | -17.6% | -22.4% | -39.1% |
| 3Y | +231.0% | -20.0% | +251.0% | +237.1% |
| 5Y | +500.1% | +16.0% | +484.0% | +488.9% |
| 10Y | +1,004.2% | -76.7% | +1,080.9% | +1,030.7% |
| All | +897.3% | -76.3% | +973.6% | +904.1% |
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