+89.7%
VTRS vs PFGC
+12.5%
+77.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +13.5% | -11.9% | +0.3% |
| 7D | +2.4% | +13.9% | -11.5% | +1.0% |
| 30D | +9.1% | +18.4% | -9.3% | +7.3% |
| 3M | +9.4% | -2.5% | +11.9% | +8.8% |
| 6M | +28.3% | +26.0% | +2.3% | +27.3% |
| YTD | +58.0% | +21.9% | +36.2% | +53.9% |
| 1Y | +89.7% | +13.4% | +76.3% | +83.4% |
| All | +89.7% | +12.5% | +77.2% | +83.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling