-16.0%
PCG vs VFC
+52.5%
-68.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | +0.5% |
| 7D | +1.9% | +21.5% | -19.6% | +0.7% |
| 30D | +8.5% | +46.7% | -38.2% | +5.9% |
| 3M | -22.9% | +38.4% | -61.3% | -24.5% |
| 6M | -16.8% | +15.2% | -32.0% | -18.0% |
| YTD | -15.8% | +17.8% | -33.6% | -17.3% |
| 1Y | -16.0% | +55.6% | -71.6% | -18.4% |
| All | -16.0% | +52.5% | -68.5% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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