+488.3%
PFGC vs VO
+234.1%
+254.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.2% | +0.5% |
| 7D | +10.8% | -0.1% | +11.0% | +11.0% |
| 30D | +17.8% | +0.5% | +17.3% | +17.0% |
| 3M | -2.7% | -1.0% | -1.7% | -1.7% |
| 6M | +20.0% | +6.4% | +13.6% | +10.1% |
| YTD | +24.3% | +13.6% | +10.7% | +4.6% |
| 1Y | +13.2% | +14.5% | -1.3% | -5.8% |
| 3Y | +85.9% | +67.2% | +18.7% | -7.5% |
| 5Y | +141.0% | +36.1% | +105.0% | +59.2% |
| 10Y | +370.6% | +199.3% | +171.3% | +36.1% |
| All | +488.3% | +234.1% | +254.2% | +56.1% |
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