+897.3%
VST vs PFGC
+343.2%
+554.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.1% | -6.3% | -6.2% |
| 7D | -19.9% | +12.5% | -32.4% | -22.9% |
| 30D | -29.7% | +17.0% | -46.6% | -33.1% |
| 3M | -19.6% | -2.1% | -17.5% | -20.0% |
| 6M | -29.4% | +25.9% | -55.3% | -34.6% |
| YTD | -29.7% | +22.0% | -51.7% | -34.4% |
| 1Y | -40.0% | +14.8% | -54.9% | -43.3% |
| 3Y | +231.0% | +80.8% | +150.1% | +178.3% |
| 5Y | +500.1% | +126.0% | +374.1% | +365.9% |
| 10Y | +1,004.2% | +363.8% | +640.4% | +553.4% |
| All | +897.3% | +343.2% | +554.2% | +504.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling