+25.2%
VXUS vs PFGC
-7.4%
+32.7%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | +1.6% | -2.4% | +4.0% | +1.9% |
| 30D | +1.0% | -15.8% | +16.8% | +3.2% |
| 3M | +5.7% | -0.6% | +6.3% | +4.9% |
| 6M | +13.6% | +10.7% | +2.9% | +10.0% |
| YTD | +17.4% | +7.6% | +9.8% | +14.2% |
| All | +25.2% | -7.4% | +32.7% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling