-20.0%
PCG vs VFC
+45.3%
-65.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.8% |
| 7D | -2.0% | -1.4% | -0.5% | -1.9% |
| 30D | -2.7% | +24.6% | -27.3% | -4.2% |
| 3M | -25.1% | +38.4% | -63.5% | -26.8% |
| 6M | -22.3% | +15.3% | -37.6% | -23.3% |
| YTD | -18.5% | +12.7% | -31.2% | -19.7% |
| 1Y | -21.8% | +32.7% | -54.5% | -23.9% |
| All | -20.0% | +45.3% | -65.3% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling