-51.4%
VG vs PFGC
+24.1%
-75.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -22.0% | +12.5% | -34.5% | -22.3% |
| 30D | -14.7% | +17.0% | -31.7% | -15.7% |
| 3M | -7.1% | -2.1% | -5.0% | -5.2% |
| 6M | -11.2% | +25.9% | -37.1% | -16.5% |
| YTD | +69.8% | +22.0% | +47.9% | +55.3% |
| 1Y | +49.9% | +14.8% | +35.0% | +44.4% |
| All | -51.4% | +24.1% | -75.5% | -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