-76.7%
PCG vs VFC
-44.8%
-31.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.8% |
| 7D | -1.1% | +7.7% | -8.7% | -2.4% |
| 30D | +0.1% | +39.2% | -39.1% | -6.1% |
| 3M | -24.4% | +40.3% | -64.7% | -29.3% |
| 6M | -17.7% | +11.4% | -29.0% | -20.1% |
| YTD | -17.4% | +17.5% | -34.9% | -21.3% |
| 1Y | -19.4% | +45.9% | -65.2% | -26.7% |
| 3Y | -18.6% | +47.3% | -65.9% | -34.7% |
| 5Y | +10.2% | -67.2% | +77.4% | +45.2% |
| 10Y | -76.7% | -46.1% | -30.6% | -72.2% |
| All | -76.7% | -44.8% | -31.9% | -72.2% |
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