+421.4%
VFC vs PFG
+1,008.7%
-587.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +3.5% | +3.0% | +0.5% | +2.4% |
| 30D | +38.3% | +8.2% | +30.1% | +34.4% |
| 3M | +40.2% | +2.7% | +37.5% | +38.5% |
| 6M | +10.6% | +17.2% | -6.6% | +4.0% |
| YTD | +16.7% | +34.8% | -18.0% | +4.4% |
| 1Y | +45.0% | +43.6% | +1.4% | +27.0% |
| 3Y | +48.8% | +85.4% | -36.6% | +21.9% |
| 5Y | -67.6% | +102.2% | -169.7% | -74.0% |
| 10Y | -47.5% | +190.2% | -237.8% | -63.4% |
| All | +421.4% | +1,008.7% | -587.2% | +129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling