+338.3%
PSX vs VFC
-46.8%
+385.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -7.8% | +3.5% | -11.3% | -8.7% |
| 30D | -9.9% | +38.3% | -48.1% | -17.7% |
| 3M | +16.9% | +40.2% | -23.2% | +6.0% |
| 6M | +48.0% | +10.6% | +37.3% | +41.1% |
| YTD | +98.3% | +16.7% | +81.6% | +83.4% |
| 1Y | +86.2% | +45.0% | +41.2% | +60.5% |
| 3Y | +144.0% | +48.8% | +95.2% | +77.3% |
| 5Y | +287.7% | -67.6% | +355.3% | +461.2% |
| 10Y | +338.3% | -47.5% | +385.9% | +417.9% |
| All | +338.3% | -46.8% | +385.1% | +417.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling