+287.2%
PFGC vs VCLT
+17.0%
+270.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -0.5% |
| 7D | -4.8% | -1.3% | -3.6% | -3.9% |
| 30D | -17.2% | -1.1% | -16.1% | -16.6% |
| 3M | -6.3% | -3.7% | -2.7% | -3.7% |
| 6M | +8.8% | -4.0% | +12.9% | +12.2% |
| YTD | +4.9% | -3.4% | +8.3% | +7.7% |
| 1Y | -9.5% | -4.1% | -5.4% | -6.6% |
| 3Y | +59.6% | +11.0% | +48.6% | +45.8% |
| 5Y | +113.5% | -17.0% | +130.5% | +149.4% |
| All | +287.2% | +17.0% | +270.1% | +295.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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