-48.6%
VFC vs PFGC
+351.0%
-399.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +2.9% |
| 7D | +1.6% | +3.4% | -1.8% | +0.5% |
| 30D | +25.5% | +16.9% | +8.6% | +19.0% |
| 3M | +41.3% | +6.4% | +34.9% | +38.1% |
| 6M | +22.2% | +16.0% | +6.2% | +15.8% |
| YTD | +16.4% | +23.6% | -7.2% | +7.5% |
| 1Y | +38.4% | +16.6% | +21.8% | +30.2% |
| 3Y | +56.2% | +82.3% | -26.1% | +30.0% |
| 5Y | -68.2% | +138.7% | -206.9% | -75.7% |
| All | -48.6% | +351.0% | -399.6% | -64.5% |
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