+298.0%
VST vs PFGC
+82.7%
+215.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +10.9% | +1.5% | +9.4% | +10.5% |
| 30D | -15.6% | +17.4% | -33.0% | -20.5% |
| 3M | -7.8% | -2.4% | -5.4% | -6.3% |
| 6M | -12.0% | +18.2% | -30.2% | -19.0% |
| YTD | -16.9% | +23.7% | -40.6% | -25.7% |
| 1Y | -25.1% | +15.0% | -40.0% | -30.6% |
| All | +298.0% | +82.7% | +215.3% | +178.8% |
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