+419.1%
PFGC vs VO
+235.8%
+183.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.3% |
| 7D | -2.2% | -0.3% | -1.9% | -1.9% |
| 30D | -11.9% | -0.3% | -11.6% | -11.7% |
| 3M | +5.0% | +2.9% | +2.1% | +0.7% |
| 6M | +8.6% | +9.3% | -0.7% | -3.6% |
| YTD | +9.7% | +14.2% | -4.5% | -8.2% |
| 1Y | -6.3% | +15.3% | -21.5% | -22.7% |
| 3Y | +58.2% | +56.2% | +2.0% | -13.7% |
| 5Y | +110.4% | +42.4% | +68.0% | +30.2% |
| 10Y | +272.8% | +194.7% | +78.0% | +8.6% |
| All | +419.1% | +235.8% | +183.3% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling