+1,024.4%
VRT vs PFGC
+110.5%
+913.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.5% | +4.7% |
| 7D | +13.6% | -2.4% | +16.0% | +15.0% |
| 30D | +6.8% | -15.8% | +22.5% | +16.6% |
| 3M | -3.2% | -0.6% | -2.6% | -4.9% |
| 6M | +20.3% | +10.7% | +9.7% | +10.6% |
| YTD | +79.6% | +7.6% | +72.0% | +66.0% |
| 1Y | +139.0% | -7.8% | +146.8% | +140.3% |
| 3Y | +644.6% | +63.7% | +580.9% | +413.6% |
| 5Y | +1,024.4% | +112.3% | +912.1% | +545.2% |
| All | +1,024.4% | +110.5% | +913.9% | +545.2% |
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