+287.2%
PFGC vs VO
+197.9%
+89.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.1% |
| 7D | -4.8% | -2.5% | -2.4% | -1.6% |
| 30D | -17.2% | -3.2% | -14.0% | -13.6% |
| 3M | -6.3% | +3.9% | -10.3% | -11.2% |
| 6M | +8.8% | +9.6% | -0.8% | -4.3% |
| YTD | +4.9% | +11.6% | -6.7% | -10.1% |
| 1Y | -9.5% | +12.6% | -22.1% | -23.6% |
| 3Y | +59.6% | +55.4% | +4.2% | -14.7% |
| 5Y | +113.5% | +41.8% | +71.7% | +29.5% |
| All | +287.2% | +197.9% | +89.2% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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