+95.5%
PSX vs VFC
+37.3%
+58.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.5% | +0.9% |
| 7D | +7.8% | +1.6% | +6.2% | +7.9% |
| 30D | -10.9% | +25.5% | -36.4% | -10.1% |
| 3M | +14.5% | +41.3% | -26.8% | +16.0% |
| 6M | +56.1% | +22.2% | +33.9% | +58.1% |
| YTD | +109.6% | +16.4% | +93.2% | +109.0% |
| 1Y | +95.5% | +38.4% | +57.1% | +86.6% |
| All | +95.5% | +37.3% | +58.2% | +86.6% |
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