+61.8%
VNQ vs PFGC
+292.9%
-231.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.8% |
| 7D | -1.3% | -4.8% | +3.5% | -0.2% |
| 30D | -2.6% | -12.5% | +10.0% | +0.2% |
| 3M | -2.0% | -9.7% | +7.7% | 0.0% |
| 6M | +4.3% | +7.0% | -2.7% | +2.4% |
| YTD | +9.2% | +4.5% | +4.8% | +7.4% |
| 1Y | +5.6% | -11.6% | +17.2% | +7.6% |
| 3Y | +30.8% | +58.5% | -27.6% | +16.4% |
| 5Y | +8.0% | +112.6% | -104.6% | -11.5% |
| All | +61.8% | +292.9% | -231.1% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling