+277.2%
PFI vs VT
+374.2%
-97.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | +0.3% | +0.4% | -0.1% | -0.1% |
| 30D | -1.9% | +1.0% | -2.9% | -2.8% |
| 3M | +7.8% | +2.4% | +5.5% | +5.2% |
| 6M | +14.3% | +12.0% | +2.2% | +2.2% |
| YTD | +9.6% | +15.3% | -5.7% | -4.5% |
| 1Y | +11.1% | +22.6% | -11.5% | -8.6% |
| 3Y | +52.6% | +74.7% | -22.1% | -9.3% |
| 5Y | +27.3% | +66.1% | -38.9% | -20.3% |
| 10Y | +137.9% | +225.0% | -87.2% | -17.4% |
| All | +277.2% | +374.2% | -97.0% | -5.3% |
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