-47.5%
VFC vs PFG
+195.4%
-243.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.0% |
| 7D | +3.5% | +3.0% | +0.5% | +1.3% |
| 30D | +38.3% | +8.2% | +30.1% | +30.8% |
| 3M | +40.2% | +2.7% | +37.5% | +36.7% |
| 6M | +10.6% | +17.2% | -6.6% | -2.3% |
| YTD | +16.7% | +34.8% | -18.0% | -6.7% |
| 1Y | +45.0% | +43.6% | +1.4% | +11.1% |
| 3Y | +48.8% | +85.4% | -36.6% | -1.0% |
| 5Y | -67.6% | +102.2% | -169.7% | -79.6% |
| 10Y | -47.5% | +190.2% | -237.8% | -76.6% |
| All | -47.5% | +195.4% | -243.0% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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