+245.2%
VT vs PFGC
+477.3%
-232.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -4.2% | +12.5% | -16.6% | -6.4% |
| 30D | -5.8% | +17.0% | -22.8% | -8.7% |
| 3M | -5.2% | -2.1% | -3.2% | -5.2% |
| 6M | +0.1% | +25.9% | -25.8% | -4.7% |
| YTD | +8.2% | +22.0% | -13.7% | +3.3% |
| 1Y | +10.1% | +14.8% | -4.7% | +6.2% |
| 3Y | +69.7% | +80.8% | -11.2% | +49.3% |
| 5Y | +53.4% | +126.0% | -72.6% | +27.8% |
| 10Y | +219.2% | +363.8% | -144.5% | +131.4% |
| All | +245.2% | +477.3% | -232.1% | +140.7% |
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