+82.3%
PFGC vs VLTO
+71.3%
+11.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +1.5% | +1.5% | 0.0% | +0.9% |
| 30D | +17.4% | +20.9% | -3.5% | +9.2% |
| 3M | -2.4% | +21.4% | -23.8% | -9.4% |
| 6M | +18.2% | +37.6% | -19.4% | +4.3% |
| YTD | +23.7% | +19.5% | +4.1% | +15.3% |
| 1Y | +15.0% | +22.0% | -7.1% | +6.0% |
| All | +82.3% | +71.3% | +11.0% | +55.7% |
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