-48.5%
VFC vs PFGC
+363.4%
-411.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -1.4% | +1.5% | -2.9% | -1.9% |
| 30D | +30.7% | +17.4% | +13.3% | +23.7% |
| 3M | +40.6% | -2.4% | +43.0% | +41.2% |
| 6M | +16.5% | +18.2% | -1.7% | +9.7% |
| YTD | +16.2% | +23.7% | -7.5% | +7.2% |
| 1Y | +42.4% | +15.0% | +27.5% | +34.6% |
| 3Y | +48.1% | +82.3% | -34.3% | +23.2% |
| 5Y | -67.8% | +131.9% | -199.7% | -75.2% |
| 10Y | -48.5% | +353.0% | -401.4% | -64.3% |
| All | -48.5% | +363.4% | -411.8% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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