+94.9%
PR vs VFC
+50.0%
+44.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.9% |
| 7D | +6.0% | +1.6% | +4.4% | +5.8% |
| 30D | -4.2% | +25.5% | -29.7% | -6.9% |
| 3M | +10.0% | +41.3% | -31.3% | +5.2% |
| 6M | +15.6% | +22.2% | -6.6% | +11.6% |
| YTD | +68.2% | +16.4% | +51.8% | +62.1% |
| 1Y | +79.2% | +38.4% | +40.8% | +66.8% |
| 3Y | +94.9% | +56.2% | +38.7% | +70.1% |
| All | +94.9% | +50.0% | +44.9% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling