+4.1%
VCIT vs PFGC
+138.1%
-134.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -1.4% | +3.4% | -4.8% | -1.6% |
| 30D | +0.6% | +16.9% | -16.4% | -0.2% |
| 3M | -2.2% | +6.4% | -8.6% | -2.6% |
| 6M | -2.3% | +16.0% | -18.3% | -3.1% |
| YTD | -2.2% | +23.6% | -25.8% | -3.3% |
| 1Y | -1.4% | +16.6% | -18.0% | -2.3% |
| 3Y | +18.7% | +82.3% | -63.5% | +14.7% |
| All | +4.1% | +138.1% | -134.0% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling