-77.6%
PCG vs VFC
-46.8%
-30.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -1.6% | +11.2% | -12.8% | -3.6% |
| 30D | +1.4% | +41.5% | -40.1% | -5.1% |
| 3M | -23.4% | +38.9% | -62.3% | -28.2% |
| 6M | -19.4% | +6.1% | -25.5% | -21.1% |
| YTD | -18.5% | +14.5% | -33.0% | -21.9% |
| 1Y | -19.5% | +46.0% | -65.5% | -26.9% |
| 3Y | -21.0% | +36.4% | -57.4% | -35.3% |
| 5Y | +13.7% | -67.5% | +81.3% | +49.5% |
| All | -77.6% | -46.8% | -30.8% | -73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling