+151.5%
VXUS vs PFGC
+465.8%
-314.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.5% |
| 7D | -1.8% | +8.5% | -10.3% | -3.3% |
| 30D | -4.6% | +15.0% | -19.6% | -7.0% |
| 3M | -6.1% | -6.2% | +0.1% | -5.3% |
| 6M | -4.9% | +15.7% | -20.6% | -7.7% |
| YTD | +8.1% | +19.6% | -11.5% | +3.9% |
| 1Y | +12.1% | +13.2% | -1.1% | +8.8% |
| 3Y | +63.9% | +77.0% | -13.1% | +46.0% |
| 5Y | +43.1% | +121.5% | -78.3% | +21.0% |
| 10Y | +139.2% | +354.5% | -215.3% | +75.9% |
| All | +151.5% | +465.8% | -314.3% | +77.1% |
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