+146.0%
PM vs VFC
+39.5%
+106.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -5.2% | +11.2% | -16.4% | -5.3% |
| 30D | +2.7% | +41.5% | -38.8% | +2.3% |
| 3M | +6.1% | +38.9% | -32.8% | +5.7% |
| 6M | +18.0% | +6.1% | +11.9% | +17.8% |
| YTD | +26.6% | +14.5% | +12.0% | +26.1% |
| 1Y | +36.7% | +46.0% | -9.3% | +35.8% |
| 3Y | +146.0% | +36.4% | +109.6% | +135.5% |
| All | +146.0% | +39.5% | +106.5% | +135.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling