-68.5%
VFC vs PFG
+251.1%
-319.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +3.6% |
| 7D | -1.4% | -0.4% | -1.0% | -1.1% |
| 30D | -9.0% | +2.9% | -11.9% | -11.1% |
| 3M | -24.2% | +6.7% | -30.9% | -28.0% |
| 6M | -18.5% | +33.8% | -52.3% | -34.2% |
| YTD | -25.9% | +35.0% | -60.8% | -40.6% |
| 1Y | -13.0% | +46.4% | -59.4% | -34.3% |
| 3Y | -20.3% | +71.7% | -92.0% | -43.8% |
| 5Y | -78.1% | +113.7% | -191.8% | -86.7% |
| All | -68.5% | +251.1% | -319.6% | -86.1% |
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