+296.7%
VST vs PFGC
+82.6%
+214.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | +6.6% | +3.4% | +3.2% | +5.6% |
| 30D | -12.4% | +16.9% | -29.3% | -17.3% |
| 3M | -9.0% | +6.4% | -15.4% | -10.8% |
| 6M | -6.4% | +16.0% | -22.5% | -13.1% |
| YTD | -17.2% | +23.6% | -40.8% | -26.0% |
| 1Y | -22.0% | +16.6% | -38.6% | -28.3% |
| 3Y | +296.7% | +82.3% | +214.4% | +177.9% |
| All | +296.7% | +82.6% | +214.1% | +177.9% |
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