+178.5%
VSH vs PFGC
+300.0%
-121.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.1% |
| 7D | +3.5% | -3.7% | +7.2% | +4.8% |
| 30D | -4.4% | -16.0% | +11.6% | +1.0% |
| 3M | -45.8% | -4.1% | -41.7% | -45.5% |
| 6M | +90.1% | +8.7% | +81.4% | +82.9% |
| YTD | +120.3% | +6.4% | +114.0% | +112.7% |
| 1Y | +112.2% | -8.4% | +120.6% | +114.8% |
| 3Y | +36.6% | +61.8% | -25.2% | +15.8% |
| 5Y | +67.0% | +108.7% | -41.7% | +28.1% |
| All | +178.5% | +300.0% | -121.5% | +80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling