+125.7%
VMC vs PFGC
+351.0%
-225.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -1.3% | +3.4% | -4.7% | -2.3% |
| 30D | +15.5% | +16.9% | -1.5% | +9.8% |
| 3M | +0.6% | +6.4% | -5.8% | -1.6% |
| 6M | +2.1% | +16.0% | -13.9% | -2.8% |
| YTD | -1.6% | +23.6% | -25.2% | -8.6% |
| 1Y | -1.2% | +16.6% | -17.8% | -6.6% |
| 3Y | +35.3% | +82.3% | -47.0% | +10.5% |
| 5Y | +43.6% | +138.7% | -95.1% | +5.6% |
| All | +125.7% | +351.0% | -225.3% | +21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling