+130.8%
VTR vs PFGC
+59.5%
+71.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.4% |
| 7D | -1.8% | -4.8% | +3.0% | -1.1% |
| 30D | +4.0% | -17.2% | +21.2% | +6.8% |
| 3M | +7.8% | -6.3% | +14.2% | +8.8% |
| 6M | +6.4% | +8.8% | -2.5% | +4.9% |
| YTD | +18.3% | +4.9% | +13.4% | +17.0% |
| 1Y | +33.9% | -9.5% | +43.4% | +35.6% |
| All | +130.8% | +59.5% | +71.3% | +100.4% |
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 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