+293.9%
VTI vs PCG
-76.4%
+370.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | -0.7% | -2.2% | +1.5% | -0.5% |
| 30D | -1.9% | -0.5% | -1.5% | -1.9% |
| 3M | -1.4% | -24.0% | +22.5% | +0.4% |
| 6M | +3.5% | -18.6% | +22.1% | +4.7% |
| YTD | +12.6% | -17.7% | +30.3% | +13.8% |
| 1Y | +12.7% | -20.0% | +32.7% | +14.2% |
| 3Y | +78.8% | -20.2% | +99.1% | +80.5% |
| 5Y | +67.2% | +8.4% | +58.8% | +64.6% |
| 10Y | +293.9% | -76.4% | +370.3% | +298.9% |
| All | +293.9% | -76.4% | +370.3% | +298.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling