+116.1%
PG vs VFC
-69.1%
+185.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.7% | +1.2% |
| 7D | -0.8% | -1.4% | +0.6% | -0.7% |
| 30D | +0.8% | -9.0% | +9.8% | +1.7% |
| 3M | -1.3% | -24.2% | +22.8% | +1.1% |
| 6M | -3.8% | -18.5% | +14.7% | -2.3% |
| YTD | +3.6% | -25.9% | +29.5% | +6.0% |
| 1Y | -5.7% | -13.0% | +7.3% | -5.5% |
| 3Y | +1.6% | -20.3% | +21.9% | -2.8% |
| 5Y | +14.6% | -78.1% | +92.7% | +35.4% |
| All | +116.1% | -69.1% | +185.2% | +133.6% |
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