+39.5%
VMC vs PFGC
+82.3%
-42.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +1.1% | +15.0% | -13.9% | -4.3% |
| 30D | +17.7% | +17.0% | +0.7% | +10.7% |
| 3M | +1.1% | -2.5% | +3.5% | +1.6% |
| 6M | +1.8% | +19.2% | -17.4% | -4.9% |
| YTD | +1.5% | +23.4% | -21.9% | -7.2% |
| 1Y | -1.1% | +13.9% | -15.0% | -6.9% |
| All | +39.5% | +82.3% | -42.8% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling