+48.9%
PFIG vs VT
+406.3%
-357.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | +0.7% | -0.3% | +1.0% | +0.7% |
| 30D | +2.0% | -1.4% | +3.5% | +2.1% |
| 3M | -0.4% | -1.4% | +0.9% | -0.4% |
| 6M | -0.1% | +5.5% | -5.6% | -0.4% |
| YTD | 0.0% | +12.8% | -12.9% | -0.6% |
| 1Y | +0.9% | +15.4% | -14.6% | +0.2% |
| 3Y | +17.1% | +76.9% | -59.7% | +14.4% |
| 5Y | +6.5% | +60.4% | -53.9% | +3.8% |
| 10Y | +25.9% | +232.8% | -206.9% | +22.6% |
| All | +48.9% | +406.3% | -357.4% | +47.9% |
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