+285.5%
PFGC vs VICR
+1,679.8%
-1,394.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.2% | -11.6% | -2.2% |
| 7D | -4.8% | +5.0% | -9.7% | -5.6% |
| 30D | -12.5% | -12.5% | -0.1% | -11.1% |
| 3M | -9.7% | -33.6% | +23.9% | -5.9% |
| 6M | +7.0% | +10.7% | -3.7% | -0.8% |
| YTD | +4.5% | +80.6% | -76.1% | -12.2% |
| 1Y | -11.6% | +288.4% | -299.9% | -36.7% |
| 3Y | +58.5% | +213.8% | -155.3% | +9.3% |
| 5Y | +112.6% | +58.8% | +53.7% | +54.4% |
| All | +285.5% | +1,679.8% | -1,394.3% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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