+50.0%
VG vs PFGC
+13.7%
+36.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | -1.0% |
| 7D | -22.0% | +8.5% | -30.6% | -17.7% |
| 30D | -11.6% | +15.0% | -26.6% | -3.8% |
| 3M | -14.9% | -6.2% | -8.7% | -15.7% |
| 6M | -3.5% | +15.7% | -19.3% | +6.3% |
| YTD | +70.0% | +19.6% | +50.4% | +89.1% |
| 1Y | +50.0% | +13.2% | +36.8% | +69.5% |
| All | +50.0% | +13.7% | +36.3% | +69.5% |
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