+285.5%
PFGC vs VYM
+209.2%
+76.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -1.4% |
| 7D | -4.8% | -0.8% | -4.0% | -3.7% |
| 30D | -12.5% | -2.2% | -10.3% | -9.7% |
| 3M | -9.7% | +3.1% | -12.8% | -13.6% |
| 6M | +7.0% | +9.7% | -2.7% | -6.3% |
| YTD | +4.5% | +14.9% | -10.4% | -14.4% |
| 1Y | -11.6% | +17.6% | -29.2% | -30.1% |
| 3Y | +58.5% | +65.3% | -6.8% | -24.0% |
| 5Y | +112.6% | +78.7% | +33.9% | -8.6% |
| All | +285.5% | +209.2% | +76.3% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling