+69.5%
PR vs VFC
-6.8%
+76.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.4% |
| 7D | +2.9% | -1.6% | +4.5% | +2.8% |
| 30D | +18.0% | -11.6% | +29.7% | +16.9% |
| 3M | +16.9% | -18.1% | +35.0% | +14.9% |
| 6M | +28.2% | -27.4% | +55.6% | +26.1% |
| YTD | +69.3% | -24.8% | +94.2% | +66.0% |
| 1Y | +69.5% | -8.2% | +77.7% | +60.7% |
| All | +69.5% | -6.8% | +76.3% | +60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling