+26.3%
PFIG price history and return analytics
+217.6%
-191.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | 0.0% | -0.1% | +0.2% | 0.0% |
| 30D | +1.1% | -3.1% | +4.2% | +1.3% |
| 3M | -0.4% | -3.5% | +3.1% | -0.2% |
| 6M | -0.9% | +0.5% | -1.3% | -0.9% |
| YTD | -0.4% | +10.8% | -11.2% | -1.2% |
| 1Y | +0.5% | +11.9% | -11.4% | -0.5% |
| 3Y | +16.9% | +73.0% | -56.1% | +11.8% |
| 5Y | +6.5% | +58.6% | -52.1% | +2.0% |
| 10Y | +26.3% | +219.2% | -192.9% | +15.1% |
| All | +26.3% | +217.6% | -191.3% | +15.1% |
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