+108.7%
PFGC vs VCLT
-15.5%
+124.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -16.0% | +0.1% | -16.1% | -16.0% |
| 3M | -4.1% | -2.9% | -1.3% | -2.7% |
| 6M | +8.7% | -4.0% | +12.7% | +11.0% |
| YTD | +6.4% | -2.2% | +8.6% | +7.7% |
| 1Y | -8.4% | -2.6% | -5.8% | -7.1% |
| 3Y | +61.8% | +12.3% | +49.5% | +52.2% |
| 5Y | +108.7% | -16.4% | +125.1% | +106.4% |
| All | +108.7% | -15.5% | +124.3% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling