+409.4%
PFGC vs VYM
+264.5%
+144.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.3% |
| 7D | -2.4% | +0.1% | -2.6% | -2.6% |
| 30D | -15.8% | -1.3% | -14.5% | -14.3% |
| 3M | -0.6% | +4.1% | -4.7% | -6.0% |
| 6M | +10.7% | +9.8% | +0.9% | -2.8% |
| YTD | +7.6% | +15.3% | -7.7% | -11.8% |
| 1Y | -7.8% | +20.0% | -27.8% | -28.7% |
| 3Y | +63.7% | +66.2% | -2.5% | -20.2% |
| 5Y | +112.3% | +77.5% | +34.7% | -5.0% |
| 10Y | +286.7% | +201.7% | +85.0% | +6.3% |
| All | +409.4% | +264.5% | +144.9% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling