+143.6%
VMC vs PFGC
+294.6%
-151.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | -3.7% | -4.8% | +1.1% | -2.2% |
| 30D | -12.8% | -17.2% | +4.4% | -7.6% |
| 3M | -7.9% | -6.3% | -1.6% | -6.1% |
| 6M | -7.5% | +8.8% | -16.3% | -10.0% |
| YTD | -11.6% | +4.9% | -16.6% | -13.4% |
| 1Y | -14.3% | -9.5% | -4.8% | -12.3% |
| 3Y | +18.5% | +59.6% | -41.1% | +1.1% |
| 5Y | +46.8% | +113.5% | -66.8% | +12.0% |
| All | +143.6% | +294.6% | -151.0% | +40.6% |
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