+402.8%
VUG vs PFGC
+351.0%
+51.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | +2.5% | +3.4% | -0.9% | +1.8% |
| 30D | -6.3% | +16.9% | -23.2% | -9.3% |
| 3M | -6.0% | +6.4% | -12.4% | -7.5% |
| 6M | -3.5% | +16.0% | -19.6% | -6.9% |
| YTD | +3.9% | +23.6% | -19.7% | -1.4% |
| 1Y | +5.1% | +16.6% | -11.5% | +0.8% |
| 3Y | +77.9% | +82.3% | -4.4% | +55.3% |
| 5Y | +62.4% | +138.7% | -76.3% | +33.7% |
| All | +402.8% | +351.0% | +51.9% | +276.8% |
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