+54.0%
VEA vs PFGC
+138.1%
-84.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +2.3% | +3.4% | -1.1% | +1.4% |
| 30D | +0.2% | +16.9% | -16.7% | -3.8% |
| 3M | -5.3% | +6.4% | -11.7% | -7.1% |
| 6M | -0.9% | +16.0% | -16.9% | -5.3% |
| YTD | +12.2% | +23.6% | -11.4% | +4.9% |
| 1Y | +16.1% | +16.6% | -0.5% | +10.2% |
| 3Y | +73.0% | +82.3% | -9.3% | +42.5% |
| All | +54.0% | +138.1% | -84.1% | +15.8% |
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