-68.7%
VFC vs PFGC
+287.3%
-356.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.8% |
| 7D | -2.3% | -3.7% | +1.4% | -1.1% |
| 30D | -13.4% | -16.0% | +2.6% | -8.4% |
| 3M | -23.7% | -4.1% | -19.6% | -22.8% |
| 6M | -24.5% | +8.7% | -33.2% | -26.6% |
| YTD | -27.8% | +6.4% | -34.2% | -29.8% |
| 1Y | -13.5% | -8.4% | -5.1% | -11.7% |
| 3Y | -27.1% | +61.8% | -88.9% | -36.7% |
| 5Y | -79.0% | +108.7% | -187.7% | -83.2% |
| 10Y | -68.7% | +298.1% | -366.9% | -77.7% |
| All | -68.7% | +287.3% | -356.1% | -77.7% |
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