-14.5%
VMC vs PFGC
-8.0%
-6.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.8% |
| 7D | -5.3% | -3.7% | -1.6% | -4.1% |
| 30D | -12.3% | -16.0% | +3.7% | -6.9% |
| 3M | -10.3% | -4.1% | -6.1% | -8.7% |
| 6M | -8.6% | +8.7% | -17.3% | -10.7% |
| YTD | -11.9% | +6.4% | -18.2% | -14.3% |
| All | -14.5% | -8.0% | -6.5% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling