+199.3%
PAAS vs VFC
+50.0%
+149.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.1% |
| 7D | -8.9% | +1.6% | -10.5% | -9.1% |
| 30D | -11.4% | +25.5% | -36.9% | -14.3% |
| 3M | -20.4% | +41.3% | -61.7% | -24.5% |
| 6M | -40.7% | +22.2% | -62.9% | -42.8% |
| YTD | -26.9% | +16.4% | -43.3% | -28.9% |
| 1Y | -3.1% | +38.4% | -41.5% | -7.6% |
| 3Y | +199.3% | +56.2% | +143.0% | +162.7% |
| All | +199.3% | +50.0% | +149.3% | +162.7% |
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