+3,981.9%
PG vs VFC
+827.5%
+3,154.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.3% |
| 7D | -0.4% | +0.8% | -1.3% | -0.6% |
| 30D | -0.1% | -11.9% | +11.8% | +1.8% |
| 3M | +1.1% | -20.2% | +21.2% | +4.1% |
| 6M | -3.8% | -23.0% | +19.2% | -0.7% |
| YTD | +3.8% | -26.2% | +30.1% | +7.6% |
| 1Y | -5.8% | -13.3% | +7.6% | -5.4% |
| 3Y | +3.0% | -25.5% | +28.5% | -2.4% |
| 5Y | +14.5% | -78.1% | +92.6% | +34.1% |
| 10Y | +117.8% | -68.8% | +186.6% | +125.5% |
| All | +3,981.9% | +827.5% | +3,154.4% | +1,969.2% |
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