+30.6%
VCIT vs PFGC
+366.4%
-335.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +0.1% | +15.0% | -14.9% | -0.3% |
| 30D | +1.1% | +17.0% | -15.9% | +0.7% |
| 3M | -1.4% | -2.5% | +1.1% | -1.3% |
| 6M | -2.3% | +19.2% | -21.5% | -2.9% |
| YTD | -1.8% | +23.4% | -25.2% | -2.5% |
| 1Y | -1.0% | +13.9% | -14.9% | -1.5% |
| 3Y | +19.3% | +82.0% | -62.7% | +17.0% |
| 5Y | +3.8% | +128.7% | -124.9% | +0.9% |
| 10Y | +30.6% | +361.5% | -331.0% | +25.0% |
| All | +30.6% | +366.4% | -335.8% | +25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling