+756.5%
VMC vs PFG
+1,015.3%
-258.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.5% | +1.5% |
| 7D | -4.3% | +5.5% | -9.9% | -6.4% |
| 30D | -8.2% | +2.4% | -10.6% | -9.3% |
| 3M | -7.0% | +13.6% | -20.6% | -11.7% |
| 6M | -10.8% | +27.9% | -38.6% | -19.0% |
| YTD | -7.4% | +35.6% | -42.9% | -18.0% |
| 1Y | -9.5% | +48.5% | -58.0% | -22.8% |
| 3Y | +20.5% | +66.9% | -46.4% | -2.9% |
| 5Y | +51.6% | +111.0% | -59.4% | +10.7% |
| 10Y | +150.0% | +244.5% | -94.5% | +44.0% |
| All | +756.5% | +1,015.3% | -258.8% | +195.1% |
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