+968.7%
VGT vs PFGC
+403.3%
+565.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +1.5% | -3.7% | +5.2% | +2.3% |
| 30D | +0.5% | -16.0% | +16.5% | +4.1% |
| 3M | +5.3% | -4.1% | +9.4% | +5.8% |
| 6M | +32.4% | +8.7% | +23.7% | +29.4% |
| YTD | +28.6% | +6.4% | +22.2% | +25.8% |
| 1Y | +37.6% | -8.4% | +46.0% | +38.7% |
| 3Y | +125.5% | +61.8% | +63.7% | +100.8% |
| 5Y | +135.2% | +108.7% | +26.5% | +97.3% |
| 10Y | +812.9% | +298.1% | +514.8% | +573.4% |
| All | +968.7% | +403.3% | +565.4% | +663.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling