+1,205.2%
VST vs PFGC
+360.0%
+845.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.0% | +3.3% | +6.3% |
| 7D | -0.5% | +10.8% | -11.4% | -3.9% |
| 30D | -17.1% | +17.8% | -34.9% | -21.2% |
| 3M | -4.6% | -2.7% | -1.9% | -4.9% |
| 6M | -9.1% | +20.0% | -29.1% | -14.6% |
| YTD | -16.6% | +24.3% | -40.9% | -22.6% |
| 1Y | -29.5% | +13.2% | -42.7% | -33.0% |
| 3Y | +297.5% | +85.9% | +211.6% | +232.0% |
| 5Y | +654.5% | +141.0% | +513.5% | +476.7% |
| 10Y | +1,205.2% | +370.6% | +834.6% | +697.0% |
| All | +1,205.2% | +360.0% | +845.3% | +697.0% |
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