+40.1%
VG vs PFGC
+12.0%
+28.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.6% | +4.5% |
| 7D | -8.3% | +10.8% | -19.2% | -2.2% |
| 30D | -10.3% | +17.8% | -28.1% | -0.9% |
| 3M | -10.8% | -2.7% | -8.1% | -10.1% |
| 6M | +3.5% | +20.0% | -16.6% | +16.6% |
| YTD | +74.0% | +24.3% | +49.7% | +97.2% |
| All | +40.1% | +12.0% | +28.1% | +63.4% |
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