+152.5%
PSX vs VFC
+42.8%
+109.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +2.7% |
| 7D | -8.0% | +7.7% | -15.7% | -8.8% |
| 30D | -9.0% | +39.2% | -48.2% | -12.6% |
| 3M | +24.7% | +40.3% | -15.5% | +19.6% |
| 6M | +49.3% | +11.4% | +38.0% | +46.6% |
| YTD | +100.2% | +17.5% | +82.7% | +93.6% |
| 1Y | +88.8% | +45.9% | +43.0% | +76.4% |
| 3Y | +152.5% | +47.3% | +105.2% | +128.3% |
| All | +152.5% | +42.8% | +109.7% | +128.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling