+92.9%
VTR vs PFGC
+138.1%
-45.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | +0.2% | +3.4% | -3.2% | -0.5% |
| 30D | +5.5% | +16.9% | -11.5% | +2.0% |
| 3M | -0.9% | +6.4% | -7.3% | -2.4% |
| 6M | -0.4% | +16.0% | -16.4% | -3.7% |
| YTD | +17.0% | +23.6% | -6.6% | +11.0% |
| 1Y | +18.0% | +16.6% | +1.4% | +13.3% |
| 3Y | +127.4% | +82.3% | +45.1% | +93.1% |
| All | +92.9% | +138.1% | -45.2% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling