+196.7%
PH vs VFC
-67.4%
+264.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | +2.0% | +11.2% | -9.2% | -0.5% |
| 30D | -3.7% | +41.5% | -45.2% | -11.2% |
| 3M | -14.0% | +38.9% | -53.0% | -20.6% |
| 6M | +2.1% | +6.1% | -4.0% | -0.4% |
| YTD | +5.1% | +14.5% | -9.5% | 0.0% |
| 1Y | +10.9% | +46.0% | -35.0% | -0.4% |
| 3Y | +132.9% | +36.4% | +96.6% | +93.2% |
| All | +196.7% | -67.4% | +264.1% | +374.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling