+57.5%
VT vs PFGC
+138.1%
-80.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | +2.4% | +3.4% | -1.1% | +1.4% |
| 30D | -1.5% | +16.9% | -18.4% | -5.9% |
| 3M | -4.1% | +6.4% | -10.5% | -6.1% |
| 6M | +0.6% | +16.0% | -15.5% | -4.3% |
| YTD | +11.0% | +23.6% | -12.6% | +2.9% |
| 1Y | +13.3% | +16.6% | -3.3% | +6.9% |
| 3Y | +73.4% | +82.3% | -8.9% | +39.9% |
| All | +57.5% | +138.1% | -80.6% | +14.4% |
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