+1,934.0%
VRT vs PFGC
+214.9%
+1,719.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.0% |
| 7D | +10.5% | +3.4% | +7.1% | +9.3% |
| 30D | -9.3% | +16.9% | -26.2% | -15.1% |
| 3M | -29.6% | +6.4% | -36.0% | -31.9% |
| 6M | -45.4% | +16.0% | -61.4% | -49.3% |
| YTD | +24.8% | +23.6% | +1.2% | +12.6% |
| 1Y | +23.6% | +16.6% | +7.0% | +13.7% |
| 3Y | +379.7% | +82.3% | +297.4% | +275.2% |
| 5Y | +660.3% | +138.7% | +521.6% | +442.4% |
| All | +1,934.0% | +214.9% | +1,719.0% | +1,043.1% |
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