+188.9%
PAAS vs VFC
-46.8%
+235.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +8.4% | +11.2% | -2.8% | +6.7% |
| 30D | -7.2% | +41.5% | -48.7% | -12.1% |
| 3M | -14.0% | +38.9% | -53.0% | -18.5% |
| 6M | -26.8% | +6.1% | -32.9% | -28.0% |
| YTD | -19.8% | +14.5% | -34.3% | -22.1% |
| 1Y | +22.8% | +46.0% | -23.1% | +15.2% |
| 3Y | +183.6% | +36.4% | +147.3% | +152.1% |
| 5Y | +73.8% | -67.5% | +141.4% | +86.6% |
| All | +188.9% | -46.8% | +235.7% | +217.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling