+267.8%
VT vs PFGC
+419.1%
-151.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.4% | -2.2% | +2.6% | +0.9% |
| 30D | +1.0% | -11.9% | +12.9% | +3.3% |
| 3M | +2.4% | +5.0% | -2.6% | +1.2% |
| 6M | +12.0% | +8.6% | +3.4% | +9.9% |
| YTD | +15.3% | +9.7% | +5.7% | +12.6% |
| 1Y | +22.6% | -6.3% | +28.9% | +23.1% |
| 3Y | +74.7% | +58.2% | +16.5% | +57.9% |
| 5Y | +66.1% | +110.4% | -44.3% | +40.6% |
| 10Y | +225.0% | +272.8% | -47.7% | +145.0% |
| All | +267.8% | +419.1% | -151.3% | +162.3% |
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