+297.8%
VTI vs PFGC
+292.9%
+4.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | -0.9% | -4.8% | +3.9% | +0.1% |
| 30D | -1.4% | -12.5% | +11.1% | +1.2% |
| 3M | +3.6% | -9.7% | +13.3% | +5.5% |
| 6M | +13.6% | +7.0% | +6.6% | +11.6% |
| YTD | +12.9% | +4.5% | +8.4% | +11.1% |
| 1Y | +17.2% | -11.6% | +28.8% | +19.1% |
| 3Y | +75.7% | +58.5% | +17.2% | +57.8% |
| 5Y | +75.4% | +112.6% | -37.1% | +47.1% |
| All | +297.8% | +292.9% | +4.9% | +203.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling