+141.8%
PFIX vs VT
+68.4%
+73.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.2% |
| 7D | -2.5% | -2.3% | -0.2% | -3.1% |
| 30D | -17.8% | -5.0% | -12.8% | -18.9% |
| 3M | +7.9% | -4.9% | +12.8% | +6.5% |
| 6M | +16.1% | -1.5% | +17.6% | +15.9% |
| YTD | +16.0% | +8.5% | +7.5% | +19.1% |
| 1Y | +27.9% | +11.4% | +16.5% | +32.1% |
| 3Y | +20.5% | +70.1% | -49.6% | +38.8% |
| 5Y | +211.7% | +53.7% | +158.0% | +272.0% |
| All | +141.8% | +68.4% | +73.4% | +189.1% |
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 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