+713.9%
PH vs VFC
-46.8%
+760.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +2.1% | +3.5% | -1.4% | +0.9% |
| 30D | +0.3% | +38.3% | -38.0% | -10.4% |
| 3M | -8.8% | +40.2% | -49.0% | -19.1% |
| 6M | +10.0% | +10.6% | -0.6% | +4.4% |
| YTD | +10.5% | +16.7% | -6.3% | +1.8% |
| 1Y | +15.5% | +45.0% | -29.5% | -1.8% |
| 3Y | +136.4% | +48.8% | +87.6% | +66.1% |
| 5Y | +213.6% | -67.6% | +281.2% | +369.9% |
| 10Y | +713.9% | -47.5% | +761.4% | +889.2% |
| All | +713.9% | -46.8% | +760.7% | +889.2% |
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