+2,545.5%
VRT vs PFGC
+170.9%
+2,374.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.2% | -8.4% | -9.2% |
| 7D | +2.4% | -3.7% | +6.1% | +3.8% |
| 30D | -2.7% | -16.0% | +13.3% | +3.2% |
| 3M | -9.2% | -4.1% | -5.0% | -8.7% |
| 6M | -0.5% | +8.7% | -9.2% | -4.6% |
| YTD | +62.3% | +6.4% | +56.0% | +56.2% |
| 1Y | +109.6% | -8.4% | +117.9% | +111.4% |
| 3Y | +573.1% | +61.8% | +511.3% | +455.2% |
| 5Y | +953.6% | +108.7% | +844.9% | +695.6% |
| All | +2,545.5% | +170.9% | +2,374.6% | +1,485.1% |
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 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