-67.2%
VFC vs PFGC
+135.8%
-203.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | +0.4% |
| 7D | +7.7% | +10.8% | -3.2% | +1.0% |
| 30D | +39.2% | +17.8% | +21.4% | +26.1% |
| 3M | +40.3% | -2.7% | +43.0% | +41.5% |
| 6M | +11.4% | +20.0% | -8.7% | -1.1% |
| YTD | +17.5% | +24.3% | -6.8% | +0.8% |
| 1Y | +45.9% | +13.2% | +32.7% | +32.4% |
| 3Y | +47.3% | +85.9% | -38.6% | +3.7% |
| 5Y | -67.2% | +141.0% | -208.2% | -79.3% |
| All | -67.2% | +135.8% | -203.0% | -79.3% |
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 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