+262.4%
VST vs PFGC
+77.4%
+185.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.0% | +12.5% | +11.1% |
| 7D | -9.8% | +8.5% | -18.3% | -12.6% |
| 30D | -25.1% | +15.0% | -40.1% | -29.3% |
| 3M | -11.6% | -6.2% | -5.4% | -9.2% |
| 6M | -20.9% | +15.7% | -36.7% | -27.0% |
| YTD | -22.3% | +19.6% | -41.9% | -29.9% |
| 1Y | -32.0% | +13.2% | -45.2% | -37.1% |
| 3Y | +262.4% | +77.0% | +185.4% | +156.9% |
| All | +262.4% | +77.4% | +185.0% | +156.9% |
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