+20.5%
VCIT vs PFGC
+84.2%
-63.8%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -0.1% |
| 7D | +0.7% | +10.8% | -10.1% | +0.3% |
| 30D | +1.8% | +17.8% | -16.0% | +1.1% |
| 3M | -1.1% | -2.7% | +1.6% | -1.1% |
| 6M | -1.7% | +20.0% | -21.7% | -2.5% |
| YTD | -1.1% | +24.3% | -25.4% | -2.2% |
| 1Y | -0.4% | +13.2% | -13.6% | -1.1% |
| 3Y | +20.5% | +85.9% | -65.5% | +15.9% |
| All | +20.5% | +84.2% | -63.8% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling