-100.0%
PFSA vs VT
+19.5%
-119.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.1% | -3.5% | -10.0% |
| 7D | -26.1% | -4.2% | -21.9% | -28.2% |
| 30D | -65.7% | -5.8% | -59.9% | -67.1% |
| 3M | -84.9% | -5.2% | -79.6% | -85.7% |
| 6M | -98.9% | +0.1% | -99.0% | -99.1% |
| YTD | -99.9% | +8.2% | -108.2% | -100.0% |
| 1Y | -100.0% | +10.1% | -110.1% | -100.0% |
| All | -100.0% | +19.5% | -119.5% | -100.0% |
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