+156.9%
VXUS vs PFGC
+484.2%
-327.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +0.5% | +15.0% | -14.5% | -2.0% |
| 30D | -2.5% | +17.0% | -19.5% | -5.3% |
| 3M | -4.6% | -2.5% | -2.2% | -4.5% |
| 6M | -2.6% | +19.2% | -21.8% | -6.0% |
| YTD | +10.4% | +23.4% | -13.1% | +5.6% |
| 1Y | +12.9% | +13.9% | -1.0% | +9.4% |
| 3Y | +68.4% | +82.0% | -13.6% | +49.3% |
| 5Y | +47.7% | +128.7% | -81.0% | +24.2% |
| 10Y | +142.2% | +361.5% | -219.3% | +77.7% |
| All | +156.9% | +484.2% | -327.3% | +79.9% |
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