+42.1%
VSH vs PFGC
+129.3%
-87.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | -1.6% | +15.0% | -16.6% | -7.2% |
| 30D | -21.3% | +17.0% | -38.3% | -26.6% |
| 3M | -18.9% | -2.5% | -16.5% | -18.7% |
| 6M | -21.4% | +19.2% | -40.6% | -28.8% |
| YTD | +86.8% | +23.4% | +63.4% | +65.1% |
| 1Y | +85.8% | +13.9% | +71.9% | +70.4% |
| 3Y | +30.1% | +82.0% | -51.9% | -2.2% |
| All | +42.1% | +129.3% | -87.2% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling