+103.8%
VGT vs PFGC
+82.6%
+21.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.9% |
| 7D | +2.5% | +3.4% | -1.0% | +1.7% |
| 30D | -9.5% | +16.9% | -26.4% | -12.9% |
| 3M | -9.5% | +6.4% | -15.9% | -10.9% |
| 6M | -1.8% | +16.0% | -17.8% | -6.5% |
| YTD | +18.4% | +23.6% | -5.2% | +9.3% |
| 1Y | +18.7% | +16.6% | +2.1% | +11.9% |
| 3Y | +103.8% | +82.3% | +21.5% | +62.3% |
| All | +103.8% | +82.6% | +21.2% | +62.3% |
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