+419.1%
PFGC vs VCLT
+34.2%
+384.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -2.2% | -0.5% | -1.7% | -1.8% |
| 30D | -11.9% | -0.9% | -11.1% | -11.4% |
| 3M | +5.0% | -3.2% | +8.2% | +7.5% |
| 6M | +8.6% | -3.8% | +12.4% | +11.7% |
| YTD | +9.7% | -2.0% | +11.7% | +11.3% |
| 1Y | -6.3% | -0.8% | -5.5% | -5.8% |
| 3Y | +58.2% | +12.3% | +45.9% | +43.7% |
| 5Y | +110.4% | -15.4% | +125.8% | +140.3% |
| 10Y | +272.8% | +15.7% | +257.0% | +272.9% |
| All | +419.1% | +34.2% | +384.9% | +423.3% |
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 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