+635.3%
VST vs PFGC
+122.2%
+513.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.9% |
| 7D | -6.0% | +15.0% | -21.0% | -10.2% |
| 30D | -18.8% | +17.0% | -35.8% | -23.0% |
| 3M | -8.0% | -2.5% | -5.6% | -7.8% |
| 6M | -10.9% | +19.2% | -30.1% | -17.0% |
| YTD | -18.3% | +23.4% | -41.8% | -25.1% |
| 1Y | -29.9% | +13.9% | -43.8% | -34.0% |
| 3Y | +290.3% | +82.0% | +208.3% | +216.0% |
| 5Y | +635.3% | +128.7% | +506.6% | +444.4% |
| All | +635.3% | +122.2% | +513.1% | +444.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling