+113.5%
PFGC vs VIG
+61.5%
+52.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -0.8% |
| 7D | -4.8% | -2.2% | -2.6% | -2.2% |
| 30D | -17.2% | -3.2% | -14.0% | -13.9% |
| 3M | -6.3% | +3.0% | -9.4% | -9.8% |
| 6M | +8.8% | +8.1% | +0.7% | -1.2% |
| YTD | +4.9% | +9.1% | -4.1% | -5.9% |
| 1Y | -9.5% | +12.6% | -22.1% | -22.2% |
| 3Y | +59.6% | +55.4% | +4.2% | -9.6% |
| 5Y | +113.5% | +62.8% | +50.7% | +15.9% |
| All | +113.5% | +61.5% | +52.1% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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