+1,112.0%
VST vs PFGC
+347.9%
+764.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.0% | +12.5% | +11.0% |
| 7D | -9.8% | +8.5% | -18.3% | -12.5% |
| 30D | -25.1% | +15.0% | -40.1% | -28.5% |
| 3M | -11.6% | -6.2% | -5.4% | -11.1% |
| 6M | -20.9% | +15.7% | -36.7% | -25.1% |
| YTD | -22.3% | +19.6% | -41.9% | -27.2% |
| 1Y | -32.0% | +13.2% | -45.2% | -35.4% |
| 3Y | +262.4% | +77.0% | +185.4% | +206.3% |
| 5Y | +563.4% | +121.5% | +441.9% | +417.6% |
| All | +1,112.0% | +347.9% | +764.1% | +653.0% |
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