+150.0%
PM vs VFC
+50.0%
+100.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.1% | +1.1% |
| 7D | +0.5% | +1.6% | -1.1% | +0.5% |
| 30D | -3.2% | +25.5% | -28.7% | -3.5% |
| 3M | +6.2% | +41.3% | -35.1% | +5.8% |
| 6M | +7.7% | +22.2% | -14.5% | +7.4% |
| YTD | +27.3% | +16.4% | +10.9% | +26.8% |
| 1Y | +32.8% | +38.4% | -5.6% | +32.0% |
| 3Y | +150.0% | +56.2% | +93.8% | +137.7% |
| All | +150.0% | +50.0% | +100.0% | +137.7% |
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