+1,269.9%
PAAS vs VFC
+394.1%
+875.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.6% |
| 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% | +3.6% |
| 1Y | +54.3% | -8.2% | +62.5% | +54.6% |
| 3Y | +230.7% | -29.1% | +259.8% | +224.6% |
| 5Y | +111.6% | -79.2% | +190.8% | +141.3% |
| 10Y | +211.7% | -68.1% | +279.8% | +225.6% |
| All | +1,269.9% | +394.1% | +875.7% | +1,110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling