-49.4%
VG vs PFGC
+25.6%
-75.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | -7.7% | +15.0% | -22.7% | -8.1% |
| 30D | -8.8% | +17.0% | -25.8% | -9.7% |
| 3M | -15.6% | -2.5% | -13.2% | -13.7% |
| 6M | +5.2% | +19.2% | -14.0% | +1.4% |
| YTD | +76.9% | +23.4% | +53.5% | +61.7% |
| 1Y | +42.5% | +13.9% | +28.6% | +40.4% |
| All | -49.4% | +25.6% | -75.0% | -62.4% |
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 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