+96.3%
VTR vs PFGC
+292.9%
-196.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -0.3% | -4.8% | +4.4% | +1.7% |
| 30D | +1.1% | -12.5% | +13.6% | +6.7% |
| 3M | +7.9% | -9.7% | +17.6% | +12.1% |
| 6M | +6.2% | +7.0% | -0.9% | +2.3% |
| YTD | +17.7% | +4.5% | +13.3% | +13.6% |
| 1Y | +32.9% | -11.6% | +44.5% | +37.0% |
| 3Y | +129.7% | +58.5% | +71.2% | +79.0% |
| 5Y | +89.3% | +112.6% | -23.3% | +21.8% |
| All | +96.3% | +292.9% | -196.6% | -6.3% |
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 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