+157.2%
PFIS vs VT
+222.7%
-65.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +4.1% | +0.4% | +3.6% | +3.6% |
| 30D | +1.4% | +1.0% | +0.4% | +0.3% |
| 3M | +21.8% | +2.4% | +19.5% | +18.2% |
| 6M | +34.0% | +12.0% | +22.0% | +18.0% |
| YTD | +52.1% | +15.3% | +36.7% | +29.5% |
| 1Y | +40.0% | +22.6% | +17.4% | +11.5% |
| 3Y | +83.8% | +74.7% | +9.2% | +0.8% |
| 5Y | +89.9% | +66.1% | +23.8% | +8.8% |
| All | +157.2% | +222.7% | -65.5% | -28.8% |
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