+47.3%
VFC vs PFG
+84.7%
-37.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | -1.6% |
| 7D | +7.7% | +2.3% | +5.4% | +5.1% |
| 30D | +39.2% | +7.6% | +31.6% | +28.9% |
| 3M | +40.3% | +2.5% | +37.7% | +34.9% |
| 6M | +11.4% | +16.6% | -5.2% | -8.4% |
| YTD | +17.5% | +34.1% | -16.5% | -18.5% |
| 1Y | +45.9% | +44.1% | +1.8% | -6.9% |
| 3Y | +47.3% | +86.3% | -38.9% | -40.7% |
| All | +47.3% | +84.7% | -37.4% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling