+310.7%
VOO vs PFGC
+351.0%
-40.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +2.6% | +3.4% | -0.8% | +1.9% |
| 30D | -2.0% | +16.9% | -18.9% | -5.1% |
| 3M | -2.8% | +6.4% | -9.2% | -4.2% |
| 6M | +2.2% | +16.0% | -13.8% | -1.2% |
| YTD | +11.5% | +23.6% | -12.1% | +6.1% |
| 1Y | +13.5% | +16.6% | -3.1% | +9.1% |
| 3Y | +78.1% | +82.3% | -4.2% | +56.3% |
| 5Y | +73.1% | +138.7% | -65.6% | +42.9% |
| All | +310.7% | +351.0% | -40.3% | +212.8% |
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