-55.3%
VFC vs PFGC
+488.3%
-543.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | +1.3% |
| 7D | +7.7% | +10.8% | -3.2% | +3.9% |
| 30D | +39.2% | +17.8% | +21.4% | +31.8% |
| 3M | +40.3% | -2.7% | +43.0% | +41.0% |
| 6M | +11.4% | +20.0% | -8.7% | +4.4% |
| YTD | +17.5% | +24.3% | -6.8% | +8.5% |
| 1Y | +45.9% | +13.2% | +32.7% | +38.7% |
| 3Y | +47.3% | +85.9% | -38.6% | +22.3% |
| 5Y | -67.2% | +141.0% | -208.2% | -74.9% |
| 10Y | -46.1% | +370.6% | -416.7% | -64.4% |
| All | -55.3% | +488.3% | -543.6% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling