+473.7%
PFM vs VT
+374.2%
+99.5%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.4% | +0.4% | -0.9% | -0.8% |
| 30D | -0.6% | +1.0% | -1.6% | -1.4% |
| 3M | +2.9% | +2.4% | +0.5% | +0.9% |
| 6M | +7.5% | +12.0% | -4.5% | -1.7% |
| YTD | +11.7% | +15.3% | -3.7% | -0.1% |
| 1Y | +16.5% | +22.6% | -6.1% | -0.6% |
| 3Y | +55.9% | +74.7% | -18.7% | +1.7% |
| 5Y | +64.5% | +66.1% | -1.6% | +10.8% |
| 10Y | +202.0% | +225.0% | -23.0% | +23.6% |
| All | +473.7% | +374.2% | +99.5% | +78.2% |
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