+235.8%
VFC vs PFG
+1,015.3%
-779.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.9% |
| 7D | -1.6% | +5.5% | -7.1% | -3.7% |
| 30D | -11.6% | +2.4% | -14.0% | -12.5% |
| 3M | -18.1% | +13.6% | -31.7% | -22.0% |
| 6M | -27.4% | +27.9% | -55.2% | -33.7% |
| YTD | -24.8% | +35.6% | -60.4% | -32.9% |
| 1Y | -8.2% | +48.5% | -56.7% | -20.7% |
| 3Y | -29.1% | +66.9% | -96.0% | -39.6% |
| 5Y | -79.2% | +111.0% | -190.1% | -83.5% |
| 10Y | -68.1% | +244.5% | -312.6% | -78.8% |
| All | +235.8% | +1,015.3% | -779.5% | +47.3% |
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