+243.5%
PFS vs VT
+374.2%
-130.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.9% | +0.4% | +0.4% | +0.4% |
| 30D | -4.6% | +1.0% | -5.6% | -5.6% |
| 3M | +7.2% | +2.4% | +4.8% | +4.1% |
| 6M | +12.4% | +12.0% | +0.4% | -1.0% |
| YTD | +23.9% | +15.3% | +8.6% | +5.8% |
| 1Y | +23.2% | +22.6% | +0.6% | -1.4% |
| 3Y | +63.8% | +74.7% | -10.8% | -8.7% |
| 5Y | +38.8% | +66.1% | -27.3% | -19.8% |
| 10Y | +73.1% | +225.0% | -151.9% | -49.4% |
| All | +243.5% | +374.2% | -130.7% | -18.5% |
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