+485.1%
PFGC vs VCLT
+31.0%
+454.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | +3.4% | -2.3% | +5.7% | +5.2% |
| 30D | +16.9% | +0.8% | +16.2% | +16.4% |
| 3M | +6.4% | -2.7% | +9.1% | +8.6% |
| 6M | +16.0% | -4.3% | +20.3% | +19.8% |
| YTD | +23.6% | -4.3% | +27.9% | +27.9% |
| 1Y | +16.6% | -4.4% | +21.0% | +20.6% |
| 3Y | +82.3% | +13.8% | +68.5% | +64.1% |
| 5Y | +138.7% | -17.0% | +155.7% | +176.8% |
| 10Y | +352.8% | +20.9% | +331.9% | +350.7% |
| All | +485.1% | +31.0% | +454.1% | +500.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling