+763.1%
PM vs VFC
+26.3%
+736.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.3% | -2.4% |
| 7D | -4.9% | -1.6% | -3.3% | -4.6% |
| 30D | -3.4% | -11.6% | +8.2% | -1.4% |
| 3M | +5.2% | -18.1% | +23.3% | +8.1% |
| 6M | +3.7% | -27.4% | +31.1% | +8.3% |
| YTD | +15.8% | -24.8% | +40.6% | +19.6% |
| 1Y | +17.4% | -8.2% | +25.6% | +15.8% |
| 3Y | +116.9% | -29.1% | +146.0% | +103.2% |
| 5Y | +117.3% | -79.2% | +196.5% | +177.2% |
| 10Y | +193.8% | -68.1% | +261.9% | +206.3% |
| All | +763.1% | +26.3% | +736.9% | +407.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling