+468.2%
PFIS vs VT
+345.0%
+123.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.7% | -0.5% |
| 7D | +2.1% | -4.2% | +6.2% | +4.1% |
| 30D | +5.3% | -5.8% | +11.1% | +8.2% |
| 3M | +2.9% | -5.2% | +8.2% | +5.4% |
| 6M | +30.6% | +0.1% | +30.5% | +30.2% |
| YTD | +54.4% | +8.2% | +46.2% | +48.2% |
| 1Y | +64.5% | +10.1% | +54.3% | +56.6% |
| 3Y | +107.6% | +69.7% | +37.9% | +64.0% |
| 5Y | +83.8% | +53.4% | +30.4% | +50.9% |
| 10Y | +164.4% | +219.2% | -54.8% | +77.3% |
| All | +468.2% | +345.0% | +123.2% | +304.2% |
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