+153.4%
VTR vs PFGC
+409.4%
-256.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | +0.3% |
| 7D | -2.4% | -2.4% | 0.0% | -1.4% |
| 30D | -3.7% | -15.8% | +12.0% | +2.8% |
| 3M | +13.5% | -0.6% | +14.1% | +13.4% |
| 6M | +7.2% | +10.7% | -3.5% | +2.1% |
| YTD | +17.6% | +7.6% | +9.9% | +12.3% |
| 1Y | +35.4% | -7.8% | +43.2% | +37.1% |
| 3Y | +132.8% | +63.7% | +69.1% | +80.9% |
| 5Y | +88.7% | +112.3% | -23.6% | +23.9% |
| 10Y | +87.6% | +286.7% | -199.1% | -8.3% |
| All | +153.4% | +409.4% | -256.0% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling