+1,112.1%
PSX vs VFC
-42.8%
+1,154.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.5% |
| 7D | +4.5% | -1.6% | +6.2% | +5.0% |
| 30D | +26.6% | -11.6% | +38.2% | +30.9% |
| 3M | +39.3% | -18.1% | +57.4% | +45.1% |
| 6M | +56.8% | -27.4% | +84.2% | +67.1% |
| YTD | +101.8% | -24.8% | +126.6% | +111.7% |
| 1Y | +99.6% | -8.2% | +107.8% | +94.1% |
| 3Y | +140.3% | -29.1% | +169.5% | +118.6% |
| 5Y | +339.3% | -79.2% | +418.5% | +583.3% |
| 10Y | +369.9% | -68.1% | +438.0% | +484.8% |
| All | +1,112.1% | -42.8% | +1,154.9% | +1,138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling