+219.2%
VT vs PFGC
+366.4%
-147.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.1% | +15.0% | -15.2% | -2.9% |
| 30D | -3.1% | +17.0% | -20.0% | -6.1% |
| 3M | -3.5% | -2.5% | -1.0% | -3.4% |
| 6M | +0.5% | +19.2% | -18.7% | -3.3% |
| YTD | +10.8% | +23.4% | -12.7% | +5.5% |
| 1Y | +11.9% | +13.9% | -2.0% | +8.1% |
| 3Y | +73.0% | +82.0% | -9.0% | +51.9% |
| 5Y | +58.6% | +128.7% | -70.1% | +31.8% |
| 10Y | +219.2% | +361.5% | -142.4% | +140.9% |
| All | +219.2% | +366.4% | -147.2% | +140.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling