+23,761.0%
PH vs VFC
+845.1%
+22,915.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -1.1% |
| 7D | -3.1% | -1.6% | -1.5% | -2.5% |
| 30D | -3.2% | -11.6% | +8.4% | +1.2% |
| 3M | +10.6% | -18.1% | +28.7% | +17.5% |
| 6M | -2.1% | -27.4% | +25.2% | +7.9% |
| YTD | +10.2% | -24.8% | +35.0% | +19.3% |
| 1Y | +28.2% | -8.2% | +36.4% | +26.2% |
| 3Y | +134.9% | -29.1% | +164.0% | +114.0% |
| 5Y | +253.6% | -79.2% | +332.8% | +430.0% |
| 10Y | +804.7% | -68.1% | +872.8% | +994.9% |
| All | +23,761.0% | +845.1% | +22,915.9% | +9,382.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling