+17.6%
PM vs VFC
-11.5%
+29.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.2% |
| 7D | -1.3% | +0.8% | -2.1% | -1.3% |
| 30D | -2.6% | -11.9% | +9.4% | -2.5% |
| 3M | +5.8% | -20.2% | +25.9% | +6.1% |
| 6M | +10.6% | -23.0% | +33.5% | +10.2% |
| YTD | +17.2% | -26.2% | +43.4% | +16.4% |
| 1Y | +17.6% | -13.3% | +31.0% | +18.4% |
| All | +17.6% | -11.5% | +29.1% | +18.4% |
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