+285.9%
VRSN vs PFGC
+294.6%
-8.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -1.5% | -4.8% | +3.3% | -0.9% |
| 30D | +0.7% | -17.2% | +17.9% | +3.3% |
| 3M | +0.6% | -6.3% | +6.9% | +1.4% |
| 6M | +21.7% | +8.8% | +12.9% | +20.0% |
| YTD | +20.0% | +4.9% | +15.1% | +18.6% |
| 1Y | +3.2% | -9.5% | +12.7% | +4.0% |
| 3Y | +42.4% | +59.6% | -17.2% | +31.6% |
| 5Y | +33.0% | +113.5% | -80.5% | +17.3% |
| All | +285.9% | +294.6% | -8.7% | +218.3% |
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