+143.1%
PFGC vs VSXY
+93.0%
+50.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | +3.4% | -1.7% | +5.2% | +3.6% |
| 30D | +16.9% | +20.1% | -3.2% | +14.1% |
| 3M | +6.4% | +16.6% | -10.2% | +3.9% |
| 6M | +16.0% | +134.9% | -118.9% | +1.1% |
| YTD | +23.6% | +96.0% | -72.4% | +9.7% |
| 1Y | +16.6% | +203.8% | -187.2% | -3.7% |
| 3Y | +82.3% | +465.3% | -383.1% | +25.3% |
| 5Y | +138.7% | +106.3% | +32.4% | +93.7% |
| All | +143.1% | +93.0% | +50.1% | +100.3% |
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