+161.1%
VEA vs PFGC
+292.9%
-131.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -1.5% | -4.8% | +3.3% | -0.6% |
| 30D | -0.8% | -12.5% | +11.7% | +1.6% |
| 3M | +2.5% | -9.7% | +12.2% | +4.2% |
| 6M | +11.1% | +7.0% | +4.1% | +9.4% |
| YTD | +17.2% | +4.5% | +12.7% | +15.5% |
| 1Y | +24.5% | -11.6% | +36.1% | +26.4% |
| 3Y | +75.4% | +58.5% | +16.9% | +58.9% |
| 5Y | +61.1% | +112.6% | -51.5% | +36.6% |
| All | +161.1% | +292.9% | -131.8% | +101.0% |
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