+322.0%
PFSI vs VT
+214.8%
+107.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +3.7% |
| 7D | +4.2% | -4.2% | +8.3% | +8.9% |
| 30D | +6.9% | -5.8% | +12.7% | +13.8% |
| 3M | -11.3% | -5.2% | -6.0% | -6.0% |
| 6M | -22.7% | +0.1% | -22.9% | -23.4% |
| YTD | -48.6% | +8.2% | -56.8% | -53.0% |
| 1Y | -45.6% | +10.1% | -55.8% | -51.3% |
| 3Y | -4.2% | +69.7% | -73.9% | -47.1% |
| 5Y | +6.7% | +53.4% | -46.7% | -34.0% |
| All | +322.0% | +214.8% | +107.2% | +13.8% |
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