+65.2%
PR vs VFC
-46.8%
+112.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -16.4% | +11.2% | -27.6% | -19.0% |
| 30D | -1.9% | +41.5% | -43.4% | -11.1% |
| 3M | +8.0% | +38.9% | -31.0% | -2.1% |
| 6M | +4.1% | +6.1% | -2.0% | -0.1% |
| YTD | +58.7% | +14.5% | +44.2% | +46.4% |
| 1Y | +75.8% | +46.0% | +29.9% | +49.5% |
| 3Y | +73.2% | +36.4% | +36.8% | +29.3% |
| 5Y | +230.1% | -67.5% | +297.7% | +354.8% |
| All | +65.2% | -46.8% | +112.0% | +174.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling