+73.0%
VEA vs PFGC
+82.6%
-9.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +2.3% | +3.4% | -1.1% | +1.6% |
| 30D | +0.2% | +16.9% | -16.7% | -3.1% |
| 3M | -5.3% | +6.4% | -11.7% | -6.7% |
| 6M | -0.9% | +16.0% | -16.9% | -4.7% |
| YTD | +12.2% | +23.6% | -11.4% | +5.7% |
| 1Y | +16.1% | +16.6% | -0.5% | +10.8% |
| 3Y | +73.0% | +82.3% | -9.3% | +45.0% |
| All | +73.0% | +82.6% | -9.6% | +45.0% |
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 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