+122.1%
VGT vs PFGC
+59.5%
+62.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -1.0% | -4.8% | +3.8% | +0.2% |
| 30D | -0.4% | -17.2% | +16.8% | +4.4% |
| 3M | +6.6% | -6.3% | +13.0% | +7.5% |
| 6M | +31.0% | +8.8% | +22.2% | +25.6% |
| YTD | +27.2% | +4.9% | +22.3% | +22.5% |
| 1Y | +34.5% | -9.5% | +44.0% | +36.4% |
| All | +122.1% | +59.5% | +62.6% | +83.0% |
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