+51.8%
VG vs PFGC
+12.5%
+39.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +13.5% | -21.2% | -0.5% |
| 7D | -16.4% | +13.9% | -30.2% | -9.6% |
| 30D | -10.8% | +18.4% | -29.1% | -1.5% |
| 3M | -6.3% | -2.5% | -3.8% | -5.5% |
| 6M | -12.5% | +26.0% | -38.5% | +0.1% |
| YTD | +76.9% | +21.9% | +55.0% | +98.2% |
| 1Y | +51.8% | +13.4% | +38.4% | +74.7% |
| All | +51.8% | +12.5% | +39.3% | +74.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling