+37.9%
VSH vs PFGC
+80.6%
-42.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.2% |
| 7D | +26.2% | +0.3% | +25.9% | +26.2% |
| 30D | -12.5% | +16.1% | -28.6% | -18.5% |
| 3M | -16.9% | +2.4% | -19.3% | -17.8% |
| 6M | -17.0% | +15.7% | -32.7% | -25.0% |
| YTD | +93.8% | +22.3% | +71.5% | +66.5% |
| 1Y | +99.3% | +13.9% | +85.5% | +79.6% |
| All | +37.9% | +80.6% | -42.7% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling