-71.4%
VFC vs PFGC
+419.1%
-490.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | -1.6% | -2.2% | +0.6% | -0.9% |
| 30D | -11.6% | -11.9% | +0.3% | -8.1% |
| 3M | -18.1% | +5.0% | -23.1% | -19.5% |
| 6M | -27.4% | +8.6% | -36.0% | -29.4% |
| YTD | -24.8% | +9.7% | -34.5% | -27.6% |
| 1Y | -8.2% | -6.3% | -1.9% | -7.1% |
| 3Y | -29.1% | +58.2% | -87.3% | -38.0% |
| 5Y | -79.2% | +110.4% | -189.6% | -83.3% |
| 10Y | -68.1% | +272.8% | -340.9% | -77.5% |
| All | -71.4% | +419.1% | -490.5% | -81.7% |
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 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