+115.7%
PFGC vs VSXY
+37.4%
+78.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.9% |
| 7D | -2.2% | -14.0% | +11.8% | -0.4% |
| 30D | -11.9% | -15.9% | +4.0% | -10.2% |
| 3M | +5.0% | +3.4% | +1.6% | +4.0% |
| 6M | +8.6% | +25.9% | -17.3% | +2.9% |
| YTD | +9.7% | +39.5% | -29.8% | +1.9% |
| 1Y | -6.3% | +194.4% | -200.6% | -23.2% |
| 3Y | +58.2% | +281.4% | -223.2% | +14.3% |
| 5Y | +110.4% | +12.8% | +97.7% | +76.4% |
| All | +115.7% | +37.4% | +78.3% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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