-44.6%
VG vs PFGC
+25.8%
-70.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -0.9% |
| 7D | +14.0% | +3.4% | +10.5% | +13.8% |
| 30D | -1.0% | +16.9% | -17.9% | -1.9% |
| 3M | -2.7% | +6.4% | -9.1% | -1.9% |
| 6M | +1.5% | +16.0% | -14.5% | -1.3% |
| YTD | +93.7% | +23.6% | +70.1% | +77.0% |
| 1Y | +68.5% | +16.6% | +51.9% | +62.1% |
| All | -44.6% | +25.8% | -70.4% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling