+155.3%
PFIX vs VT
+72.9%
+82.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +3.7% |
| 7D | +5.2% | +2.9% | +2.3% | +6.1% |
| 30D | -6.7% | -2.5% | -4.2% | -7.4% |
| 3M | +12.8% | -3.3% | +16.1% | +11.8% |
| 6M | +20.7% | +1.5% | +19.2% | +21.5% |
| YTD | +22.5% | +11.4% | +11.1% | +26.7% |
| 1Y | +34.0% | +11.9% | +22.1% | +38.8% |
| 3Y | +30.2% | +73.9% | -43.7% | +50.8% |
| 5Y | +216.2% | +57.9% | +158.3% | +280.1% |
| All | +155.3% | +72.9% | +82.4% | +207.4% |
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