+99.6%
PSX vs VFC
-6.8%
+106.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.2% |
| 7D | +4.5% | -1.6% | +6.2% | +4.6% |
| 30D | +26.6% | -11.6% | +38.2% | +26.7% |
| 3M | +39.3% | -18.1% | +57.4% | +39.3% |
| 6M | +56.8% | -27.4% | +84.2% | +58.0% |
| YTD | +101.8% | -24.8% | +126.6% | +101.3% |
| 1Y | +99.6% | -8.2% | +107.8% | +92.1% |
| All | +99.6% | -6.8% | +106.4% | +92.1% |
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 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