+30.7%
PM vs VFC
+40.6%
-9.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | -7.1% | -1.4% | -5.7% | -7.0% |
| 30D | -2.8% | +30.7% | -33.5% | -3.2% |
| 3M | +6.3% | +40.6% | -34.3% | +5.8% |
| 6M | +9.6% | +16.5% | -6.8% | +9.3% |
| YTD | +25.6% | +16.2% | +9.4% | +23.4% |
| All | +30.7% | +40.6% | -9.9% | +26.0% |
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