+174.3%
VXUS vs PFGC
+419.1%
-244.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +1.0% | -2.2% | +3.2% | +1.4% |
| 30D | +2.2% | -11.9% | +14.1% | +4.4% |
| 3M | +3.0% | +5.0% | -2.0% | +1.8% |
| 6M | +10.7% | +8.6% | +2.1% | +8.7% |
| YTD | +17.8% | +9.7% | +8.2% | +15.3% |
| 1Y | +27.6% | -6.3% | +33.9% | +28.1% |
| 3Y | +73.3% | +58.2% | +15.1% | +57.6% |
| 5Y | +54.3% | +110.4% | -56.1% | +31.8% |
| 10Y | +149.8% | +272.8% | -122.9% | +90.2% |
| All | +174.3% | +419.1% | -244.8% | +96.5% |
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