+132.8%
PFI vs VT
+222.7%
-89.9%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.3% |
| 7D | +3.4% | +2.9% | +0.5% | +0.3% |
| 30D | +2.8% | -2.5% | +5.4% | +5.6% |
| 3M | -6.4% | -3.3% | -3.1% | -3.0% |
| 6M | +1.4% | +1.5% | -0.2% | -0.7% |
| YTD | +3.3% | +11.4% | -8.1% | -8.6% |
| 1Y | +3.5% | +11.9% | -8.4% | -8.8% |
| 3Y | +49.9% | +73.9% | -24.0% | -17.2% |
| 5Y | +9.3% | +57.9% | -48.5% | -32.7% |
| All | +132.8% | +222.7% | -89.9% | -33.8% |
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