+112.0%
VSH vs PFGC
-5.1%
+117.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +5.0% | +4.5% |
| 7D | +4.1% | -2.2% | +6.3% | +4.3% |
| 30D | -4.2% | -11.9% | +7.8% | -2.9% |
| 3M | -50.0% | +5.0% | -55.0% | -52.0% |
| 6M | +80.2% | +8.6% | +71.6% | +68.2% |
| YTD | +121.1% | +9.7% | +111.4% | +107.6% |
| 1Y | +112.0% | -6.3% | +118.3% | +112.5% |
| All | +112.0% | -5.1% | +117.1% | +112.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling