+86.2%
PSX vs VFC
+41.4%
+44.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -7.8% | +3.5% | -11.3% | -7.6% |
| 30D | -9.9% | +38.3% | -48.1% | -8.7% |
| 3M | +16.9% | +40.2% | -23.2% | +18.6% |
| 6M | +48.0% | +10.6% | +37.3% | +50.3% |
| YTD | +98.3% | +16.7% | +81.6% | +98.4% |
| 1Y | +86.2% | +45.0% | +41.2% | +79.5% |
| All | +86.2% | +41.4% | +44.8% | +79.5% |
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