-12.4%
PFSI price history and return analytics
+74.0%
-86.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.1% |
| 7D | -7.6% | +2.4% | -9.9% | -9.5% |
| 30D | +5.0% | -1.5% | +6.5% | +6.2% |
| 3M | -23.4% | -4.1% | -19.3% | -20.5% |
| 6M | -30.4% | +0.6% | -31.0% | -31.0% |
| YTD | -53.5% | +11.0% | -64.6% | -58.1% |
| 1Y | -51.7% | +13.3% | -65.0% | -57.2% |
| 3Y | -12.4% | +73.4% | -85.8% | -62.1% |
| All | -12.4% | +74.0% | -86.4% | -62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling