+244.7%
PFI vs VT
+346.0%
-101.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | -0.6% | -2.3% | +1.7% | +1.7% |
| 30D | -0.2% | -5.0% | +4.8% | +4.7% |
| 3M | -9.0% | -4.9% | -4.2% | -4.7% |
| 6M | -2.1% | -1.5% | -0.5% | -0.9% |
| YTD | +0.2% | +8.5% | -8.3% | -7.6% |
| 1Y | +4.0% | +11.4% | -7.4% | -6.3% |
| 3Y | +46.4% | +70.1% | -23.6% | -10.7% |
| 5Y | +5.0% | +53.7% | -48.7% | -29.3% |
| 10Y | +134.4% | +220.0% | -85.6% | -17.0% |
| All | +244.7% | +346.0% | -101.3% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling