+94.0%
PFXF vs VT
+364.8%
-270.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.7% | -1.6% | -1.1% | -1.9% |
| 30D | -6.8% | -2.5% | -4.3% | -5.6% |
| 3M | -7.1% | -1.3% | -5.8% | -6.4% |
| 6M | -9.0% | +3.1% | -12.0% | -10.3% |
| YTD | -2.9% | +10.9% | -13.9% | -7.8% |
| 1Y | -1.3% | +12.1% | -13.3% | -6.7% |
| 3Y | +21.6% | +73.9% | -52.3% | -7.8% |
| 5Y | +6.4% | +58.0% | -51.6% | -16.2% |
| 10Y | +53.8% | +225.5% | -171.7% | -13.2% |
| All | +94.0% | +364.8% | -270.8% | -1.8% |
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 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