+556.4%
V vs PFGC
+484.2%
+72.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +0.6% | +15.0% | -14.4% | -2.7% |
| 30D | +9.7% | +17.0% | -7.2% | +5.7% |
| 3M | +17.3% | -2.5% | +19.7% | +17.6% |
| 6M | +33.2% | +19.2% | +14.0% | +27.5% |
| YTD | +21.3% | +23.4% | -2.1% | +14.5% |
| 1Y | +27.3% | +13.9% | +13.5% | +22.3% |
| 3Y | +76.1% | +82.0% | -5.9% | +50.7% |
| 5Y | +103.5% | +128.7% | -25.2% | +62.8% |
| 10Y | +454.5% | +361.5% | +92.9% | +276.2% |
| All | +556.4% | +484.2% | +72.2% | +333.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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