+223.9%
PR vs VFC
-67.9%
+291.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -1.9% | -4.4% |
| 7D | -16.5% | +10.9% | -27.4% | -18.2% |
| 30D | -4.5% | +40.6% | -45.1% | -10.3% |
| 3M | +8.5% | +34.4% | -25.9% | +2.5% |
| 6M | -3.3% | +12.3% | -15.6% | -6.8% |
| YTD | +55.7% | +14.4% | +41.3% | +48.0% |
| 1Y | +82.0% | +40.6% | +41.4% | +64.4% |
| 3Y | +62.5% | +40.1% | +22.3% | +32.6% |
| 5Y | +223.9% | -67.6% | +291.5% | +421.8% |
| All | +223.9% | -67.9% | +291.9% | +421.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling