+117.4%
PM vs VFC
-79.1%
+196.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.3% | -2.1% |
| 7D | -4.9% | -1.6% | -3.3% | -4.8% |
| 30D | -3.4% | -11.6% | +8.2% | -2.8% |
| 3M | +5.2% | -18.1% | +23.3% | +6.1% |
| 6M | +3.7% | -27.4% | +31.1% | +5.0% |
| YTD | +15.8% | -24.8% | +40.6% | +16.8% |
| 1Y | +17.4% | -8.2% | +25.6% | +16.9% |
| 3Y | +116.9% | -29.1% | +146.0% | +112.5% |
| All | +117.4% | -79.1% | +196.5% | +143.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling