+248.2%
PAAS vs VFC
-28.0%
+276.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.7% |
| 7D | -2.9% | -1.6% | -1.3% | -2.7% |
| 30D | +6.8% | -11.6% | +18.4% | +8.7% |
| 3M | -2.9% | -18.1% | +15.2% | -0.5% |
| 6M | -16.4% | -27.4% | +10.9% | -13.0% |
| YTD | 0.0% | -24.8% | +24.8% | +3.8% |
| 1Y | +54.3% | -8.2% | +62.5% | +55.6% |
| All | +248.2% | -28.0% | +276.2% | +241.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling