+8.6%
VTEB vs PFGC
+58.8%
-50.3%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -0.9% | -4.8% | +3.8% | -0.8% |
| 30D | -2.5% | -12.5% | +10.0% | -2.3% |
| 3M | -3.0% | -9.7% | +6.8% | -2.8% |
| 6M | -2.1% | +7.0% | -9.1% | -2.3% |
| YTD | -1.5% | +4.5% | -6.0% | -1.6% |
| 1Y | +0.2% | -11.6% | +11.8% | +0.2% |
| 3Y | +8.6% | +58.5% | -49.9% | +7.1% |
| All | +8.6% | +58.8% | -50.3% | +7.1% |
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