+69.7%
VT vs PFGC
+81.0%
-11.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -4.2% | +12.5% | -16.6% | -6.7% |
| 30D | -5.8% | +17.0% | -22.8% | -9.2% |
| 3M | -5.2% | -2.1% | -3.2% | -5.0% |
| 6M | +0.1% | +25.9% | -25.8% | -6.1% |
| YTD | +8.2% | +22.0% | -13.7% | +1.6% |
| 1Y | +10.1% | +14.8% | -4.7% | +5.1% |
| All | +69.7% | +81.0% | -11.3% | +39.5% |
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