+694.2%
PH vs VFC
-48.6%
+742.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.5% | -1.3% |
| 7D | +4.1% | +1.6% | +2.5% | +3.6% |
| 30D | -0.1% | +25.5% | -25.6% | -7.7% |
| 3M | -9.6% | +41.3% | -50.8% | -20.0% |
| 6M | +8.5% | +22.2% | -13.7% | -0.5% |
| YTD | +9.4% | +16.4% | -7.0% | +0.9% |
| 1Y | +14.2% | +38.4% | -24.2% | -1.3% |
| 3Y | +134.0% | +56.2% | +77.8% | +60.7% |
| 5Y | +203.8% | -68.2% | +272.0% | +359.8% |
| All | +694.2% | -48.6% | +742.8% | +870.2% |
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