+81.7%
PFIS vs VT
+58.5%
+23.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | -0.1% | +2.9% | -3.0% | -2.3% |
| 30D | +7.1% | -2.5% | +9.6% | +9.1% |
| 3M | +3.1% | -3.3% | +6.5% | +5.6% |
| 6M | +29.3% | +1.5% | +27.7% | +26.8% |
| YTD | +54.2% | +11.4% | +42.9% | +39.7% |
| 1Y | +61.5% | +11.9% | +49.6% | +45.6% |
| 3Y | +99.9% | +73.9% | +26.0% | +28.3% |
| 5Y | +81.7% | +57.9% | +23.8% | +19.1% |
| All | +81.7% | +58.5% | +23.2% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling