+131.4%
VMC vs PFG
+189.4%
-57.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | -4.3% | -2.2% | -2.1% | -3.3% |
| 30D | +16.2% | +6.4% | +9.9% | +13.2% |
| 3M | -0.8% | +2.2% | -3.1% | -2.0% |
| 6M | +1.2% | +16.3% | -15.1% | -6.0% |
| YTD | +0.5% | +33.2% | -32.8% | -12.6% |
| 1Y | -2.9% | +40.6% | -43.5% | -17.6% |
| 3Y | +37.3% | +83.3% | -46.0% | +1.2% |
| 5Y | +48.8% | +97.7% | -49.0% | +4.2% |
| 10Y | +131.4% | +189.9% | -58.4% | +17.2% |
| All | +131.4% | +189.4% | -57.9% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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