-48.7%
VTRS vs PFGC
+403.3%
-452.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -3.5% | -3.7% | +0.3% | -2.8% |
| 30D | +2.1% | -16.0% | +18.1% | +5.5% |
| 3M | +2.6% | -4.1% | +6.8% | +3.3% |
| 6M | +17.8% | +8.7% | +9.1% | +15.7% |
| YTD | +35.7% | +6.4% | +29.3% | +33.2% |
| 1Y | +63.5% | -8.4% | +71.9% | +64.9% |
| 3Y | +85.1% | +61.8% | +23.4% | +66.4% |
| 5Y | +42.5% | +108.7% | -66.2% | +20.4% |
| 10Y | -48.2% | +298.1% | -346.3% | -63.2% |
| All | -48.7% | +403.3% | -452.0% | -68.4% |
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 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