+169.5%
PR vs VFC
-69.8%
+239.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.2% |
| 7D | +2.9% | -1.6% | +4.5% | +3.3% |
| 30D | +18.0% | -11.6% | +29.7% | +21.8% |
| 3M | +16.9% | -18.1% | +35.0% | +21.0% |
| 6M | +28.2% | -27.4% | +55.6% | +35.5% |
| YTD | +69.3% | -24.8% | +94.2% | +76.2% |
| 1Y | +69.5% | -8.2% | +77.7% | +63.4% |
| 3Y | +81.7% | -29.1% | +110.8% | +65.9% |
| 5Y | +422.2% | -79.2% | +501.4% | +700.6% |
| 10Y | +110.4% | -68.1% | +178.5% | +273.9% |
| All | +169.5% | -69.8% | +239.2% | +376.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling