+2,723.0%
VRT vs PFGC
+179.4%
+2,543.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.5% |
| 7D | +9.1% | -2.2% | +11.3% | +9.9% |
| 30D | +0.9% | -11.9% | +12.9% | +5.3% |
| 3M | -13.4% | +5.0% | -18.4% | -15.8% |
| 6M | +11.7% | +8.6% | +3.1% | +7.2% |
| YTD | +73.2% | +9.7% | +63.5% | +64.8% |
| 1Y | +123.4% | -6.3% | +129.7% | +123.7% |
| 3Y | +606.2% | +58.2% | +548.0% | +486.6% |
| 5Y | +899.9% | +110.4% | +789.5% | +652.0% |
| All | +2,723.0% | +179.4% | +2,543.6% | +1,573.2% |
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 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