+126.0%
PFGC vs VT
+53.2%
+72.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +4.2% |
| 7D | +12.5% | -4.2% | +16.6% | +17.3% |
| 30D | +17.0% | -5.8% | +22.8% | +24.1% |
| 3M | -2.1% | -5.2% | +3.2% | +3.1% |
| 6M | +25.9% | +0.1% | +25.8% | +24.2% |
| YTD | +22.0% | +8.2% | +13.7% | +10.5% |
| 1Y | +14.8% | +10.1% | +4.7% | +1.9% |
| 3Y | +80.8% | +69.7% | +11.2% | -4.4% |
| 5Y | +126.0% | +53.4% | +72.6% | +42.9% |
| All | +126.0% | +53.2% | +72.8% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling