+363.8%
PSX vs VFC
-78.3%
+442.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.4% | +1.8% |
| 7D | +2.8% | +0.8% | +2.0% | +2.7% |
| 30D | +27.8% | -11.9% | +39.7% | +29.9% |
| 3M | +42.0% | -20.2% | +62.2% | +45.3% |
| 6M | +58.1% | -23.0% | +81.1% | +61.6% |
| YTD | +105.0% | -26.2% | +131.2% | +110.5% |
| 1Y | +104.9% | -13.3% | +118.2% | +104.0% |
| 3Y | +134.1% | -25.5% | +159.5% | +125.1% |
| 5Y | +363.8% | -78.1% | +441.9% | +507.9% |
| All | +363.8% | -78.3% | +442.2% | +507.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling