-78.1%
VFC vs PFGC
+110.5%
-188.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -0.8% |
| 7D | +0.8% | -2.4% | +3.3% | +2.2% |
| 30D | -11.9% | -15.8% | +3.8% | -3.2% |
| 3M | -20.2% | -0.6% | -19.6% | -20.4% |
| 6M | -23.0% | +10.7% | -33.6% | -27.9% |
| YTD | -26.2% | +7.6% | -33.9% | -30.8% |
| 1Y | -13.3% | -7.8% | -5.5% | -10.9% |
| 3Y | -25.5% | +63.7% | -89.2% | -42.9% |
| 5Y | -78.1% | +112.3% | -190.4% | -85.1% |
| All | -78.1% | +110.5% | -188.6% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling