+37.2%
VRSN vs PFGC
+129.7%
-92.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.2% | +1.5% | -2.7% | -1.6% |
| 30D | +3.8% | +17.4% | -13.6% | -0.3% |
| 3M | +9.5% | -2.4% | +11.9% | +9.8% |
| 6M | +10.3% | +18.2% | -8.0% | +5.5% |
| YTD | +30.5% | +23.7% | +6.8% | +22.4% |
| 1Y | +27.9% | +15.0% | +12.9% | +22.3% |
| 3Y | +54.3% | +82.3% | -28.0% | +26.3% |
| 5Y | +37.2% | +131.9% | -94.8% | +2.1% |
| All | +37.2% | +129.7% | -92.6% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling