+479.8%
VUG vs PFGC
+419.1%
+60.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.1% | -2.2% | +2.1% | +0.3% |
| 30D | -0.3% | -11.9% | +11.6% | +2.1% |
| 3M | -0.7% | +5.0% | -5.7% | -1.9% |
| 6M | +14.6% | +8.6% | +6.0% | +12.3% |
| YTD | +9.0% | +9.7% | -0.7% | +6.3% |
| 1Y | +14.9% | -6.3% | +21.2% | +15.3% |
| 3Y | +86.0% | +58.2% | +27.8% | +67.6% |
| 5Y | +76.7% | +110.4% | -33.7% | +49.6% |
| 10Y | +411.3% | +272.8% | +138.5% | +286.0% |
| All | +479.8% | +419.1% | +60.7% | +315.2% |
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