+38.2%
VCIT vs PFGC
+477.3%
-439.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.5% | +12.5% | -12.0% | +0.1% |
| 30D | +2.1% | +17.0% | -14.9% | +1.6% |
| 3M | -1.6% | -2.1% | +0.5% | -1.6% |
| 6M | -1.6% | +25.9% | -27.5% | -2.3% |
| YTD | -1.5% | +22.0% | -23.5% | -2.2% |
| 1Y | -0.4% | +14.8% | -15.2% | -0.9% |
| 3Y | +19.6% | +80.8% | -61.3% | +17.4% |
| 5Y | +3.3% | +126.0% | -122.7% | +0.5% |
| 10Y | +28.9% | +363.8% | -334.9% | +23.3% |
| All | +38.2% | +477.3% | -439.0% | +32.3% |
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