+282.6%
VTV vs PFGC
+403.3%
-120.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -0.7% | -3.7% | +3.1% | 0.0% |
| 30D | -0.5% | -16.0% | +15.5% | +2.7% |
| 3M | +5.3% | -4.1% | +9.4% | +5.9% |
| 6M | +12.9% | +8.7% | +4.2% | +10.7% |
| YTD | +18.5% | +6.4% | +12.1% | +16.4% |
| 1Y | +25.3% | -8.4% | +33.7% | +26.4% |
| 3Y | +68.2% | +61.8% | +6.4% | +51.9% |
| 5Y | +80.6% | +108.7% | -28.1% | +53.3% |
| 10Y | +232.9% | +298.1% | -65.2% | +155.8% |
| All | +282.6% | +403.3% | -120.7% | +183.6% |
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