+843.8%
PM vs VFC
+92.4%
+751.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -5.2% | +11.2% | -16.4% | -7.0% |
| 30D | +2.7% | +41.5% | -38.8% | -3.3% |
| 3M | +6.1% | +38.9% | -32.8% | +0.1% |
| 6M | +18.0% | +6.1% | +11.9% | +15.7% |
| YTD | +26.6% | +14.5% | +12.0% | +21.5% |
| 1Y | +36.7% | +46.0% | -9.3% | +25.1% |
| 3Y | +146.0% | +36.4% | +109.6% | +104.0% |
| 5Y | +164.1% | -67.5% | +231.6% | +211.5% |
| 10Y | +238.8% | -45.8% | +284.7% | +217.3% |
| All | +843.8% | +92.4% | +751.3% | +415.3% |
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