+250.4%
VMC vs PFGC
+485.3%
-234.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -4.3% | +1.5% | -5.8% | -4.7% |
| 30D | +16.2% | +17.4% | -1.2% | +10.6% |
| 3M | -0.8% | -2.4% | +1.6% | -0.4% |
| 6M | +1.2% | +18.2% | -17.1% | -4.1% |
| YTD | +0.5% | +23.7% | -23.2% | -6.4% |
| 1Y | -2.9% | +15.0% | -17.9% | -7.7% |
| 3Y | +37.3% | +82.3% | -45.0% | +12.9% |
| 5Y | +48.8% | +131.9% | -83.2% | +11.5% |
| 10Y | +131.4% | +353.0% | -221.6% | +28.6% |
| All | +250.4% | +485.3% | -234.9% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling