+95.6%
PFGC vs VLTO
+56.3%
+39.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +15.0% | +1.6% | +13.4% | +14.4% |
| 30D | +17.0% | +22.0% | -5.0% | +9.0% |
| 3M | -2.5% | +21.9% | -24.3% | -9.2% |
| 6M | +19.2% | +36.5% | -17.3% | +6.3% |
| YTD | +23.4% | +19.0% | +4.5% | +15.7% |
| 1Y | +13.9% | +21.0% | -7.1% | +5.8% |
| 3Y | +82.0% | +69.9% | +12.1% | +56.6% |
| All | +95.6% | +56.3% | +39.3% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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