-75.2%
PCG vs VFC
-69.1%
-6.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.9% | +5.5% | +4.0% |
| 7D | +5.4% | +0.8% | +4.6% | +5.2% |
| 30D | -15.1% | -11.9% | -3.2% | -13.1% |
| 3M | -9.8% | -20.2% | +10.3% | -6.5% |
| 6M | -18.0% | -23.0% | +5.0% | -14.9% |
| YTD | -7.2% | -26.2% | +19.0% | -3.3% |
| 1Y | +2.9% | -13.3% | +16.2% | +2.9% |
| 3Y | -11.1% | -25.5% | +14.4% | -17.8% |
| 5Y | +61.8% | -78.1% | +139.9% | +126.1% |
| 10Y | -75.2% | -68.8% | -6.4% | -67.4% |
| All | -75.2% | -69.1% | -6.1% | -67.4% |
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 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