+90.3%
VTR vs PFGC
+105.5%
-15.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.5% |
| 7D | -1.8% | -4.8% | +3.0% | -0.8% |
| 30D | +4.0% | -17.2% | +21.2% | +8.1% |
| 3M | +7.8% | -6.3% | +14.2% | +9.2% |
| 6M | +6.4% | +8.8% | -2.5% | +4.1% |
| YTD | +18.3% | +4.9% | +13.4% | +16.2% |
| 1Y | +33.9% | -9.5% | +43.4% | +35.8% |
| 3Y | +134.3% | +59.6% | +74.7% | +103.1% |
| 5Y | +90.3% | +113.5% | -23.2% | +47.3% |
| All | +90.3% | +105.5% | -15.3% | +47.3% |
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