+358.2%
PSX vs VFC
-50.3%
+408.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.4% |
| 7D | +6.4% | -1.4% | +7.9% | +6.8% |
| 30D | -10.2% | +24.6% | -34.8% | -15.7% |
| 3M | +17.2% | +38.4% | -21.3% | +6.6% |
| 6M | +51.8% | +15.3% | +36.5% | +42.9% |
| YTD | +108.0% | +12.7% | +95.3% | +94.1% |
| 1Y | +96.1% | +32.7% | +63.4% | +73.5% |
| 3Y | +155.9% | +43.7% | +112.2% | +87.6% |
| 5Y | +306.9% | -69.2% | +376.1% | +500.3% |
| All | +358.2% | -50.3% | +408.4% | +448.7% |
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