+611.0%
VRT vs PFGC
+65.1%
+545.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.6% |
| 7D | +9.1% | -2.2% | +11.3% | +10.1% |
| 30D | +0.9% | -11.9% | +12.9% | +6.1% |
| 3M | -13.4% | +5.0% | -18.4% | -17.6% |
| 6M | +11.7% | +8.6% | +3.1% | +4.1% |
| YTD | +73.2% | +9.7% | +63.5% | +59.3% |
| 1Y | +123.4% | -6.3% | +129.7% | +123.7% |
| All | +611.0% | +65.1% | +545.9% | +385.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling