-51.4%
VG vs PFGC
+21.6%
-73.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.1% |
| 7D | -22.0% | +8.5% | -30.6% | -22.2% |
| 30D | -11.6% | +15.0% | -26.6% | -12.6% |
| 3M | -14.9% | -6.2% | -8.7% | -12.7% |
| 6M | -3.5% | +15.7% | -19.3% | -7.0% |
| YTD | +70.0% | +19.6% | +50.4% | +55.5% |
| 1Y | +50.0% | +13.2% | +36.8% | +43.8% |
| All | -51.4% | +21.6% | -73.0% | -63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling