+228.7%
VTV vs PFGC
+292.9%
-64.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.8% |
| 7D | -1.1% | -4.8% | +3.7% | -0.2% |
| 30D | -1.0% | -12.5% | +11.5% | +1.4% |
| 3M | +4.6% | -9.7% | +14.4% | +6.5% |
| 6M | +13.5% | +7.0% | +6.5% | +11.7% |
| YTD | +18.5% | +4.5% | +14.0% | +16.7% |
| 1Y | +22.9% | -11.6% | +34.5% | +24.8% |
| 3Y | +67.8% | +58.5% | +9.4% | +51.9% |
| 5Y | +81.8% | +112.6% | -30.7% | +53.6% |
| All | +228.7% | +292.9% | -64.2% | +159.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling