-77.9%
VFC vs PFG
+110.8%
-188.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +3.7% |
| 7D | -1.6% | +5.5% | -7.1% | -6.7% |
| 30D | -11.6% | +2.4% | -14.0% | -13.9% |
| 3M | -18.1% | +13.6% | -31.7% | -27.7% |
| 6M | -27.4% | +27.9% | -55.2% | -42.5% |
| YTD | -24.8% | +35.6% | -60.4% | -43.8% |
| 1Y | -8.2% | +48.5% | -56.7% | -37.1% |
| 3Y | -29.1% | +66.9% | -96.0% | -54.4% |
| All | -77.9% | +110.8% | -188.7% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling