+812.6%
PH vs VFC
-69.4%
+881.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.1% |
| 7D | 0.0% | -2.3% | +2.4% | +0.8% |
| 30D | -10.3% | -13.4% | +3.1% | -5.9% |
| 3M | +5.1% | -23.7% | +28.8% | +13.7% |
| 6M | +2.3% | -24.5% | +26.7% | +10.2% |
| YTD | +8.7% | -27.8% | +36.5% | +18.4% |
| 1Y | +26.8% | -13.5% | +40.2% | +27.5% |
| 3Y | +139.2% | -27.1% | +166.3% | +116.2% |
| 5Y | +251.1% | -79.0% | +330.1% | +501.1% |
| 10Y | +812.6% | -68.7% | +881.3% | +1,164.2% |
| All | +812.6% | -69.4% | +881.9% | +1,164.2% |
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 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