+234.9%
PFS vs VT
+356.1%
-121.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -0.4% | -1.6% | +1.2% | +1.2% |
| 30D | +2.4% | -2.5% | +4.9% | +5.0% |
| 3M | -7.3% | -1.3% | -5.9% | -6.2% |
| 6M | +5.5% | +3.1% | +2.4% | +1.5% |
| YTD | +20.8% | +10.9% | +9.9% | +7.2% |
| 1Y | +31.1% | +12.1% | +19.0% | +15.0% |
| 3Y | +74.0% | +73.9% | +0.1% | -2.9% |
| 5Y | +15.5% | +58.0% | -42.4% | -29.7% |
| 10Y | +65.1% | +225.5% | -160.3% | -51.8% |
| All | +234.9% | +356.1% | -121.2% | -17.4% |
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