+356.2%
VTI vs PFGC
+409.4%
-53.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | +0.6% | -2.4% | +3.1% | +1.1% |
| 30D | -1.1% | -15.8% | +14.7% | +2.2% |
| 3M | +3.9% | -0.6% | +4.5% | +3.8% |
| 6M | +14.6% | +10.7% | +4.0% | +11.9% |
| YTD | +13.3% | +7.6% | +5.7% | +10.8% |
| 1Y | +19.2% | -7.8% | +27.0% | +20.1% |
| 3Y | +77.4% | +63.7% | +13.7% | +58.6% |
| 5Y | +74.0% | +112.3% | -38.2% | +46.2% |
| 10Y | +294.6% | +286.7% | +7.9% | +195.0% |
| All | +356.2% | +409.4% | -53.2% | +226.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling