+67.2%
PFM vs VT
+74.1%
-6.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +0.4% |
| 7D | +0.2% | +0.4% | -0.1% | 0.0% |
| 30D | +4.4% | -2.6% | +7.0% | +6.3% |
| 3M | +2.1% | -3.2% | +5.3% | +4.4% |
| 6M | +9.5% | +0.9% | +8.6% | +8.4% |
| YTD | +15.1% | +11.3% | +3.7% | +5.6% |
| 1Y | +17.6% | +14.0% | +3.6% | +5.9% |
| 3Y | +67.2% | +75.8% | -8.6% | +7.3% |
| All | +67.2% | +74.1% | -6.9% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling