+46.4%
VTRS vs PFGC
+110.3%
-63.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.2% | -4.8% | +2.6% | -1.0% |
| 30D | +3.3% | -12.5% | +15.9% | +6.9% |
| 3M | +2.0% | -9.7% | +11.7% | +4.5% |
| 6M | +19.9% | +7.0% | +12.9% | +17.4% |
| YTD | +35.7% | +4.5% | +31.3% | +32.6% |
| 1Y | +68.1% | -11.6% | +79.7% | +71.9% |
| 3Y | +87.1% | +58.5% | +28.6% | +58.8% |
| All | +46.4% | +110.3% | -63.9% | +11.5% |
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