+97.8%
PFN vs VT
+215.5%
-117.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +2.1% | -2.3% | +4.4% | +3.4% |
| 30D | +3.8% | -5.0% | +8.7% | +6.7% |
| 3M | -7.9% | -4.9% | -3.0% | -5.3% |
| 6M | -5.9% | -1.5% | -4.4% | -5.4% |
| YTD | -6.2% | +8.5% | -14.6% | -10.9% |
| 1Y | -4.6% | +11.4% | -16.0% | -10.9% |
| 3Y | +36.7% | +70.1% | -33.4% | -2.2% |
| 5Y | +12.3% | +53.7% | -41.5% | -15.3% |
| All | +97.8% | +215.5% | -117.7% | -3.3% |
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 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