+105.7%
PCG vs VFC
+845.1%
-739.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | +0.1% | +2.0% |
| 7D | -13.9% | -1.6% | -12.2% | -13.6% |
| 30D | -16.9% | -11.6% | -5.2% | -15.0% |
| 3M | -14.7% | -18.1% | +3.4% | -12.1% |
| 6M | -23.8% | -27.4% | +3.5% | -20.1% |
| YTD | -10.5% | -24.8% | +14.3% | -7.0% |
| 1Y | -5.1% | -8.2% | +3.1% | -6.0% |
| 3Y | -11.6% | -29.1% | +17.5% | -16.1% |
| 5Y | +59.0% | -79.2% | +138.2% | +94.0% |
| 10Y | -75.7% | -68.1% | -7.6% | -73.3% |
| All | +105.7% | +845.1% | -739.4% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling