+70.6%
PR vs VFC
+43.0%
+27.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.2% | +2.7% |
| 7D | -0.5% | -1.4% | +0.9% | -0.7% |
| 30D | -4.6% | +30.7% | -35.3% | -0.2% |
| 3M | +4.7% | +40.6% | -35.9% | +11.1% |
| 6M | +12.4% | +16.5% | -4.0% | +17.6% |
| YTD | +62.9% | +16.2% | +46.7% | +70.1% |
| 1Y | +70.6% | +42.4% | +28.1% | +74.5% |
| All | +70.6% | +43.0% | +27.6% | +74.5% |
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 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