+223.0%
VMC vs PFGC
+419.1%
-196.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -4.3% | -2.2% | -2.1% | -3.7% |
| 30D | -8.2% | -11.9% | +3.7% | -4.8% |
| 3M | -7.0% | +5.0% | -12.0% | -8.5% |
| 6M | -10.8% | +8.6% | -19.4% | -13.1% |
| YTD | -7.4% | +9.7% | -17.1% | -10.4% |
| 1Y | -9.5% | -6.3% | -3.2% | -8.4% |
| 3Y | +20.5% | +58.2% | -37.7% | +3.4% |
| 5Y | +51.6% | +110.4% | -58.9% | +16.8% |
| 10Y | +150.0% | +272.8% | -122.7% | +45.7% |
| All | +223.0% | +419.1% | -196.1% | +73.4% |
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