+205.8%
PFM price history and return analytics
+222.7%
-16.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | -1.1% | -0.1% | -1.0% | -1.0% |
| 30D | -2.3% | -0.7% | -1.7% | -1.8% |
| 3M | +2.6% | +4.0% | -1.4% | -0.8% |
| 6M | +7.8% | +12.3% | -4.5% | -2.3% |
| YTD | +10.3% | +14.0% | -3.7% | -1.4% |
| 1Y | +14.6% | +20.3% | -5.7% | -2.0% |
| 3Y | +55.8% | +75.4% | -19.6% | -3.0% |
| 5Y | +64.5% | +66.0% | -1.4% | +6.6% |
| 10Y | +205.8% | +228.2% | -22.4% | +12.9% |
| All | +205.8% | +222.7% | -16.9% | +12.9% |
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