+1,740.6%
VRT vs PFGC
+204.5%
+1,536.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.1% |
| 7D | -21.4% | +8.5% | -29.9% | -24.4% |
| 30D | -25.8% | +15.0% | -40.8% | -30.3% |
| 3M | -33.5% | -6.2% | -27.4% | -33.0% |
| 6M | -49.0% | +15.7% | -64.8% | -52.7% |
| YTD | +12.9% | +19.6% | -6.6% | +3.0% |
| 1Y | 0.0% | +13.2% | -13.2% | -7.2% |
| 3Y | +361.8% | +77.0% | +284.9% | +264.6% |
| 5Y | +565.1% | +121.5% | +443.7% | +384.9% |
| All | +1,740.6% | +204.5% | +1,536.1% | +945.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling