+198.6%
PM vs VFC
-69.1%
+267.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.4% |
| 7D | -1.3% | +0.8% | -2.1% | -1.4% |
| 30D | -2.6% | -11.9% | +9.4% | -1.1% |
| 3M | +5.8% | -20.2% | +25.9% | +8.2% |
| 6M | +10.6% | -23.0% | +33.5% | +13.1% |
| YTD | +17.2% | -26.2% | +43.4% | +20.1% |
| 1Y | +17.6% | -13.3% | +31.0% | +17.4% |
| 3Y | +124.3% | -25.5% | +149.7% | +111.7% |
| 5Y | +125.1% | -78.1% | +203.2% | +180.6% |
| 10Y | +198.6% | -68.8% | +267.4% | +256.2% |
| All | +198.6% | -69.1% | +267.7% | +256.2% |
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