+66.7%
VSH vs PFGC
+110.5%
-43.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.3% |
| 7D | +6.2% | -2.4% | +8.6% | +7.3% |
| 30D | -11.1% | -15.8% | +4.6% | -4.8% |
| 3M | -44.9% | -0.6% | -44.3% | -45.5% |
| 6M | +90.0% | +10.7% | +79.3% | +77.8% |
| YTD | +118.8% | +7.6% | +111.2% | +106.1% |
| 1Y | +109.0% | -7.8% | +116.8% | +111.2% |
| 3Y | +35.6% | +63.7% | -28.1% | +7.8% |
| 5Y | +66.7% | +112.3% | -45.6% | +17.6% |
| All | +66.7% | +110.5% | -43.8% | +17.6% |
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