-46.6%
VG vs PFGC
+25.8%
-72.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.5% |
| 7D | +5.5% | +1.5% | +4.0% | +5.4% |
| 30D | -3.6% | +17.4% | -21.0% | -4.6% |
| 3M | -4.0% | -2.4% | -1.6% | -1.8% |
| 6M | +9.4% | +18.2% | -8.8% | +5.8% |
| YTD | +86.6% | +23.7% | +63.0% | +70.5% |
| 1Y | +69.5% | +15.0% | +54.5% | +65.5% |
| All | -46.6% | +25.8% | -72.4% | -60.3% |
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 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