+222.5%
PFM vs VT
+222.7%
-0.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | +2.8% | +2.9% | -0.1% | +0.4% |
| 30D | +5.1% | -2.5% | +7.6% | +7.1% |
| 3M | +2.6% | -3.3% | +5.9% | +5.3% |
| 6M | +10.2% | +1.5% | +8.6% | +8.3% |
| YTD | +16.2% | +11.4% | +4.8% | +5.7% |
| 1Y | +16.5% | +11.9% | +4.6% | +5.5% |
| 3Y | +66.8% | +73.9% | -7.1% | +4.4% |
| 5Y | +66.0% | +57.9% | +8.1% | +11.9% |
| All | +222.5% | +222.7% | -0.2% | +22.1% |
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