+52.7%
VMC vs PFG
+110.7%
-58.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.0% |
| 7D | -0.5% | +6.0% | -6.5% | -3.3% |
| 30D | -9.1% | +2.2% | -11.3% | -10.2% |
| 3M | -4.1% | +10.4% | -14.5% | -8.8% |
| 6M | -5.5% | +27.8% | -33.3% | -16.0% |
| YTD | -8.9% | +33.6% | -42.6% | -21.0% |
| 1Y | -12.9% | +49.3% | -62.2% | -28.6% |
| 3Y | +22.1% | +69.7% | -47.6% | -8.1% |
| 5Y | +52.7% | +111.3% | -58.6% | +0.2% |
| All | +52.7% | +110.7% | -58.0% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling