+77.0%
PFGC vs VLTO
+69.5%
+7.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | +8.5% | +5.4% | +3.1% | +6.4% |
| 30D | +15.0% | +22.3% | -7.3% | +6.6% |
| 3M | -6.2% | +19.6% | -25.8% | -12.4% |
| 6M | +15.7% | +35.2% | -19.4% | +2.9% |
| YTD | +19.6% | +17.9% | +1.7% | +12.1% |
| 1Y | +13.2% | +19.5% | -6.3% | +5.3% |
| 3Y | +77.0% | +73.9% | +3.0% | +51.9% |
| All | +77.0% | +69.5% | +7.5% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling