+397.0%
VUG vs PFGC
+362.5%
+34.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | -1.2% | +15.0% | -16.2% | -4.0% |
| 30D | -8.9% | +17.0% | -25.9% | -11.8% |
| 3M | -5.9% | -2.5% | -3.5% | -5.8% |
| 6M | -3.3% | +19.2% | -22.5% | -7.1% |
| YTD | +3.4% | +23.4% | -20.0% | -1.8% |
| 1Y | +1.9% | +13.9% | -12.0% | -1.8% |
| 3Y | +76.9% | +82.0% | -5.1% | +54.5% |
| 5Y | +63.9% | +128.7% | -64.8% | +35.8% |
| All | +397.0% | +362.5% | +34.5% | +272.7% |
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