+137.0%
PFI vs VT
+217.6%
-80.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +1.1% |
| 7D | +1.8% | -0.1% | +1.9% | +1.9% |
| 30D | +2.1% | -3.1% | +5.1% | +5.5% |
| 3M | -5.0% | -3.5% | -1.5% | -1.3% |
| 6M | +1.0% | +0.5% | +0.5% | +0.1% |
| YTD | +3.2% | +10.8% | -7.6% | -8.1% |
| 1Y | +4.7% | +11.9% | -7.1% | -7.7% |
| 3Y | +49.9% | +73.0% | -23.1% | -16.7% |
| 5Y | +10.7% | +58.6% | -47.9% | -32.2% |
| 10Y | +137.0% | +219.2% | -82.2% | -30.6% |
| All | +137.0% | +217.6% | -80.6% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling