+148.2%
VWO vs PFGC
+403.3%
-255.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +0.2% | -3.7% | +3.9% | +0.8% |
| 30D | +0.9% | -16.0% | +16.9% | +3.7% |
| 3M | +4.3% | -4.1% | +8.4% | +4.8% |
| 6M | +10.5% | +8.7% | +1.8% | +8.7% |
| YTD | +13.4% | +6.4% | +7.0% | +11.6% |
| 1Y | +18.6% | -8.4% | +26.9% | +19.4% |
| 3Y | +65.8% | +61.8% | +4.0% | +51.0% |
| 5Y | +35.2% | +108.7% | -73.5% | +16.6% |
| 10Y | +116.6% | +298.1% | -181.5% | +63.2% |
| All | +148.2% | +403.3% | -255.1% | +75.4% |
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 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