+26.8%
PH vs VFC
-11.5%
+38.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | +0.4% | +0.8% | -0.4% | +0.2% |
| 30D | -10.8% | -11.9% | +1.1% | -8.7% |
| 3M | +8.5% | -20.2% | +28.6% | +12.5% |
| 6M | +3.9% | -23.0% | +26.9% | +7.7% |
| YTD | +9.4% | -26.2% | +35.6% | +14.3% |
| 1Y | +26.8% | -13.3% | +40.1% | +26.8% |
| All | +26.8% | -11.5% | +38.2% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling