+386.6%
PSX vs VFC
-69.4%
+455.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.2% |
| 7D | +1.8% | -2.3% | +4.2% | +2.5% |
| 30D | +21.6% | -13.4% | +35.0% | +26.3% |
| 3M | +46.5% | -23.7% | +70.2% | +55.4% |
| 6M | +62.0% | -24.5% | +86.5% | +70.1% |
| YTD | +106.3% | -27.8% | +134.2% | +118.5% |
| 1Y | +103.0% | -13.5% | +116.4% | +100.9% |
| 3Y | +135.5% | -27.1% | +162.6% | +110.9% |
| 5Y | +368.5% | -79.0% | +447.5% | +649.4% |
| 10Y | +386.6% | -68.7% | +455.3% | +553.4% |
| All | +386.6% | -69.4% | +455.9% | +553.4% |
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