+128.0%
PFGC vs VT
+53.4%
+74.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.2% |
| 7D | +8.5% | -2.3% | +10.8% | +11.1% |
| 30D | +15.0% | -5.0% | +20.0% | +20.9% |
| 3M | -6.2% | -4.9% | -1.3% | -1.6% |
| 6M | +15.7% | -1.5% | +17.3% | +16.2% |
| YTD | +19.6% | +8.5% | +11.1% | +8.1% |
| 1Y | +13.2% | +11.4% | +1.8% | -0.8% |
| 3Y | +77.0% | +70.1% | +6.9% | -6.8% |
| All | +128.0% | +53.4% | +74.6% | +44.4% |
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