+17.0%
PG vs VFC
+52.5%
-35.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.4% | -1.2% | +2.6% |
| 7D | +5.7% | +21.5% | -15.7% | +3.0% |
| 30D | +15.4% | +46.7% | -31.3% | +9.9% |
| 3M | +13.8% | +38.4% | -24.6% | +8.9% |
| 6M | +18.3% | +15.2% | +3.1% | +15.0% |
| YTD | +20.1% | +17.8% | +2.3% | +14.8% |
| 1Y | +17.0% | +55.6% | -38.6% | +8.0% |
| All | +17.0% | +52.5% | -35.5% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling