+259.8%
VT vs PFGC
+476.7%
-216.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +13.5% | -11.8% | -0.8% |
| 7D | -0.3% | +13.9% | -14.2% | -2.9% |
| 30D | -1.4% | +18.4% | -19.8% | -4.7% |
| 3M | -1.4% | -2.5% | +1.1% | -1.2% |
| 6M | +5.5% | +26.0% | -20.6% | +0.4% |
| YTD | +12.8% | +21.9% | -9.0% | +7.7% |
| 1Y | +15.4% | +13.4% | +2.1% | +11.6% |
| 3Y | +76.9% | +80.7% | -3.8% | +55.7% |
| 5Y | +60.4% | +136.8% | -76.3% | +32.6% |
| 10Y | +232.8% | +363.3% | -130.5% | +141.3% |
| All | +259.8% | +476.7% | -216.9% | +150.9% |
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 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