+80.5%
VTV vs PFGC
+105.5%
-25.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -2.1% | -4.8% | +2.8% | -0.9% |
| 30D | -1.3% | -17.2% | +15.9% | +3.0% |
| 3M | +5.6% | -6.3% | +12.0% | +7.0% |
| 6M | +12.4% | +8.8% | +3.6% | +9.4% |
| YTD | +17.6% | +4.9% | +12.7% | +15.1% |
| 1Y | +23.5% | -9.5% | +33.0% | +25.3% |
| 3Y | +67.0% | +59.6% | +7.4% | +45.4% |
| 5Y | +80.5% | +113.5% | -33.0% | +43.4% |
| All | +80.5% | +105.5% | -25.0% | +43.4% |
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 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