+75.7%
VTI vs PFGC
+58.8%
+16.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | -0.9% | -4.8% | +3.9% | +0.3% |
| 30D | -1.4% | -12.5% | +11.1% | +1.9% |
| 3M | +3.6% | -9.7% | +13.3% | +5.9% |
| 6M | +13.6% | +7.0% | +6.6% | +10.3% |
| YTD | +12.9% | +4.5% | +8.4% | +9.6% |
| 1Y | +17.2% | -11.6% | +28.8% | +20.3% |
| 3Y | +75.7% | +58.5% | +17.2% | +46.3% |
| All | +75.7% | +58.8% | +16.8% | +46.3% |
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 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