+815.5%
VMC vs PFG
+979.8%
-164.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.9% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | +15.3% | +5.0% | +10.3% | +13.3% |
| 3M | +0.3% | +0.1% | +0.2% | +0.1% |
| 6M | +0.9% | +13.8% | -12.9% | -4.3% |
| YTD | -1.0% | +31.2% | -32.3% | -11.3% |
| 1Y | -4.3% | +37.1% | -41.4% | -15.7% |
| 3Y | +35.3% | +80.6% | -45.3% | +6.0% |
| 5Y | +44.4% | +93.7% | -49.3% | +9.0% |
| 10Y | +128.0% | +185.5% | -57.5% | +40.5% |
| All | +815.5% | +979.8% | -164.4% | +219.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling