+52.7%
VMC vs PFGC
+114.2%
-61.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -1.0% |
| 7D | -0.5% | -2.4% | +1.9% | +0.3% |
| 30D | -9.1% | -15.8% | +6.7% | -3.5% |
| 3M | -4.1% | -0.6% | -3.6% | -4.0% |
| 6M | -5.5% | +10.7% | -16.2% | -9.0% |
| YTD | -8.9% | +7.6% | -16.6% | -11.8% |
| 1Y | -12.9% | -7.8% | -5.1% | -11.2% |
| 3Y | +22.1% | +63.7% | -41.6% | +0.8% |
| All | +52.7% | +114.2% | -61.5% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling