+291.1%
PFSI vs VT
+270.2%
+20.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +3.3% |
| 7D | +4.2% | -4.2% | +8.3% | +8.6% |
| 30D | +6.9% | -5.8% | +12.7% | +13.2% |
| 3M | -11.3% | -5.2% | -6.0% | -6.5% |
| 6M | -22.7% | +0.1% | -22.9% | -23.3% |
| YTD | -48.6% | +8.2% | -56.8% | -52.6% |
| 1Y | -45.6% | +10.1% | -55.8% | -50.8% |
| 3Y | -4.2% | +69.7% | -73.9% | -43.9% |
| 5Y | +6.7% | +53.4% | -46.7% | -30.8% |
| 10Y | +322.0% | +219.2% | +102.8% | +51.1% |
| All | +291.1% | +270.2% | +20.9% | +29.7% |
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