Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P Composite Momentum Market VFINX | 1.42% | 18.88% | 12.39% | 15.72% | 11.94% | 13.66% | 12.69% | 11.77% |
| P SMA 200d VFINX Monthly | 1.42% | 18.88% | 6.37% | 12.22% | 7.74% | 9.73% | 9.75% | 9.73% |
| VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 1.42% | 18.88% | 12.39% | 16.78% | 12.80% | 13.83% | 10.34% | 9.52% |
Data as of 02/28/2025, AR inception is 01/13/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P Composite Momentum Market VFINX | 01/13/1997 | 05/28/2025 |
| P SMA 200d VFINX Monthly | 01/13/1997 | 05/08/2025 |
| VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 12/26/1979 | 05/29/2025 |
| Ticker/Portfolio | Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | 1979 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | P Composite M...ket VFINX | -0.96 | 18.88 | 12.39 | 15.72 | 11.94 | 13.66 | 12.69 | 11.77 | 1.42 | 24.84 | 26.11 | -18.23 | 28.54 | 13.39 | 27.41 | -4.52 | 21.67 | 11.82 | 1.25 | 13.51 | 32.18 | 15.82 | 1.97 | 21.29 | 22.89 | 0.93 | 5.39 | 15.64 | 4.77 | 10.74 | 22.93 | -11.02 | -4.26 | -8.33 | 21.05 | 28.59 | 25.64 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| P SMA 200d VFINX Monthly | -0.96 | 18.88 | 6.37 | 12.22 | 7.74 | 9.73 | 9.75 | 9.73 | 1.42 | 24.84 | 9.35 | -20.06 | 28.54 | 14.73 | 10.50 | -6.30 | 21.67 | 10.42 | -4.23 | 13.51 | 32.18 | 15.82 | -1.87 | 9.04 | 22.89 | 0.93 | 5.39 | 15.64 | 4.77 | 9.67 | 22.93 | -5.13 | 2.33 | -0.32 | 14.16 | 12.29 | 25.64 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| VFINX (VANGUA...R SHARES) | -0.96 | 18.88 | 12.39 | 16.78 | 12.80 | 13.83 | 10.34 | 9.52 | 1.42 | 24.84 | 26.12 | -18.24 | 28.53 | 18.74 | 31.33 | -4.55 | 21.66 | 11.83 | 1.23 | 13.52 | 32.17 | 15.82 | 1.96 | 14.91 | 26.52 | -37.02 | 5.39 | 15.64 | 4.77 | 10.74 | 28.50 | -22.17 | -12.03 | -9.05 | 21.08 | 28.62 | 33.18 | 22.87 | 37.45 | 1.18 | 10.15 | 8.24 | 32.05 | -3.33 | 28.37 | 14.92 | 3.97 | 9.30 | 22.60 | 3.67 | 17.07 | 19.25 | -8.55 | 27.89 | -2.07 | |
| Sharpe Ratio | P Composite M...ket VFINX | NA | 0.49 | 0.60 | 0.78 | 0.57 | NA | NA | 0.63 | 0.00 | 1.67 | 1.72 | -0.81 | 2.18 | 0.39 | 2.11 | -0.35 | 3.15 | 0.88 | 0.08 | 1.18 | 2.90 | 1.24 | 0.08 | 1.29 | 1.70 | -1.11 | 0.14 | 1.22 | 0.24 | 0.88 | 2.01 | -1.73 | -0.77 | -0.60 | 0.97 | 1.23 | 1.22 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| P SMA 200d VFINX Monthly | NA | 0.26 | 0.29 | 0.62 | 0.43 | NA | NA | 0.61 | -0.37 | 1.44 | 0.44 | -1.80 | 2.18 | 0.87 | 0.86 | -0.47 | 3.15 | 1.08 | -0.31 | 1.18 | 2.90 | 1.24 | -0.11 | 0.66 | 1.70 | 0.15 | 0.15 | 1.23 | 0.25 | 0.81 | 2.01 | -1.30 | 0.01 | -0.24 | 0.65 | 0.54 | 1.22 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| VFINX (VANGUA...R SHARES) | NA | 0.38 | 0.63 | 0.83 | 0.60 | NA | NA | 0.45 | 0.07 | 1.44 | 1.69 | -0.81 | 2.17 | 0.53 | 2.40 | -0.34 | 3.16 | 0.89 | 0.08 | 1.19 | 2.90 | 1.25 | 0.08 | 0.82 | 0.97 | -0.92 | 0.15 | 1.24 | 0.25 | 0.88 | 1.63 | -0.90 | -0.68 | -0.59 | 0.98 | 1.24 | 1.62 | 1.63 | 4.33 | -0.18 | 0.91 | 0.58 | 1.92 | -0.53 | 1.73 | 0.60 | 0.00 | 0.31 | 1.49 | -0.24 | 0.80 | 0.65 | -1.27 | 1.19 | -3.84 | |
| Standard Deviation(%) | P Composite M...ket VFINX | NA | 19.69 | 17.85 | 17.78 | 18.35 | NA | NA | 15.90 | 26.36 | 12.67 | 13.09 | 24.19 | 13.10 | 34.09 | 12.30 | 17.11 | 6.68 | 13.11 | 15.50 | 11.39 | 11.07 | 12.74 | 23.36 | 16.41 | 13.44 | 0.03 | 16.02 | 10.04 | 10.29 | 11.10 | 11.05 | 7.03 | 8.70 | 20.91 | 18.17 | 20.47 | 18.16 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| P SMA 200d VFINX Monthly | NA | 13.31 | 11.39 | 13.37 | 12.60 | NA | NA | 12.84 | 13.54 | 12.67 | 11.70 | 11.88 | 13.10 | 16.60 | 10.61 | 16.25 | 6.68 | 9.48 | 13.54 | 11.39 | 11.07 | 12.74 | 17.23 | 13.65 | 13.44 | 0.03 | 16.02 | 10.04 | 10.29 | 10.78 | 11.05 | 4.81 | 0.05 | 18.78 | 16.79 | 16.47 | 18.16 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| VFINX (VANGUA...R SHARES) | NA | 19.56 | 18.10 | 17.84 | 18.46 | NA | NA | 18.11 | 27.09 | 12.67 | 13.09 | 24.19 | 13.11 | 34.69 | 12.48 | 17.11 | 6.68 | 13.11 | 15.51 | 11.39 | 11.07 | 12.74 | 23.36 | 18.07 | 27.22 | 40.99 | 16.02 | 10.04 | 10.29 | 11.10 | 17.04 | 25.96 | 21.55 | 22.20 | 18.17 | 20.48 | 18.21 | 11.77 | 7.77 | 9.92 | 8.83 | 9.93 | 14.69 | 16.06 | 13.09 | 17.07 | 33.80 | 16.55 | 11.67 | 12.80 | 13.62 | 18.09 | 14.61 | 16.53 | 23.80 | |
| Draw Down(%) | P Composite M...ket VFINX | NA | 18.76 | 18.76 | 24.58 | 33.81 | NA | NA | 33.81 | 18.76 | 8.45 | 9.97 | 24.58 | 5.13 | 33.81 | 6.63 | 19.40 | 2.60 | 10.29 | 12.05 | 7.30 | 5.60 | 9.60 | 18.69 | 12.09 | 6.93 | 0.00 | 9.88 | 7.47 | 7.01 | 7.47 | 4.41 | 11.73 | 9.64 | 15.88 | 11.81 | 19.20 | 10.79 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| P SMA 200d VFINX Monthly | NA | 10.05 | 10.48 | 24.53 | 24.53 | NA | NA | 24.53 | 10.05 | 8.45 | 9.97 | 21.74 | 5.13 | 13.84 | 9.27 | 20.89 | 2.60 | 5.53 | 12.05 | 7.30 | 5.60 | 9.60 | 17.48 | 12.09 | 6.93 | 0.00 | 9.88 | 7.47 | 7.01 | 7.47 | 4.41 | 7.08 | 0.00 | 11.13 | 10.36 | 19.20 | 10.79 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| VFINX (VANGUA...R SHARES) | NA | 18.76 | 18.76 | 24.59 | 33.83 | NA | NA | 55.25 | 18.76 | 8.45 | 9.97 | 24.59 | 5.14 | 33.83 | 6.63 | 19.40 | 2.60 | 10.29 | 12.05 | 7.30 | 5.59 | 9.60 | 18.71 | 15.66 | 27.17 | 47.73 | 9.88 | 7.47 | 7.01 | 7.47 | 13.79 | 33.02 | 29.18 | 16.55 | 11.81 | 19.20 | 10.79 | 7.45 | 2.50 | 8.48 | 4.84 | 5.63 | 5.57 | 19.19 | 7.35 | 7.24 | 33.08 | 11.63 | 7.51 | 10.58 | 7.02 | 13.21 | 15.61 | 16.03 | 2.40 | |
| Yield(%) | P Composite M...ket VFINX | NA | 1.39 | 1.49 | 1.61 | 1.80 | NA | NA | 0.00 | 0.31 | 1.42 | 1.70 | 1.26 | 1.48 | 2.06 | 2.37 | 1.82 | 2.02 | 2.16 | 1.99 | 1.97 | 2.20 | 2.31 | 1.93 | 1.47 | 1.92 | 0.93 | 1.92 | 1.84 | 1.80 | 1.92 | 1.60 | 1.35 | 1.71 | 1.34 | 2.13 | 1.95 | 2.82 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| P SMA 200d VFINX Monthly | NA | 1.69 | 1.86 | 1.78 | 1.73 | NA | NA | 0.00 | 0.61 | 1.42 | 2.13 | 1.25 | 1.48 | 1.73 | 1.87 | 1.95 | 2.02 | 1.64 | 1.48 | 1.97 | 2.20 | 2.31 | 0.89 | 0.91 | 1.92 | 0.93 | 1.92 | 1.84 | 1.80 | 1.60 | 1.60 | 0.96 | 2.33 | 1.73 | 2.37 | 2.03 | 2.82 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| VFINX (VANGUA...R SHARES) | 0.00 | 1.32 | 1.58 | 2.11 | 2.64 | 4.39 | 3.47 | 16.23 | 0.31 | 1.41 | 1.69 | 1.26 | 1.48 | 2.12 | 2.28 | 1.81 | 2.00 | 2.14 | 1.97 | 1.96 | 2.19 | 2.30 | 1.92 | 1.88 | 2.45 | 1.88 | 1.91 | 1.83 | 1.79 | 1.91 | 1.71 | 1.28 | 1.08 | 0.97 | 2.11 | 1.93 | 2.77 | 2.64 | 3.14 | 3.13 | 3.83 | 3.10 | 5.86 | 3.71 | 4.46 | 4.31 | 2.79 | 3.90 | 4.71 | 4.49 | 5.04 | 5.34 | 4.64 | 5.79 | 0.00 |
Data as of 02/28/2025, AR inception is 01/13/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Composite Momentum Market VFINX |
-8.53%
Mar 2000 - Mar 2003 |
0.34%
Mar 2000 - Mar 2005 |
4.00%
Jun 1999 - Jun 2009 |
8.44%
Aug 2000 - Aug 2015 |
| P SMA 200d VFINX Monthly |
-1.76%
Mar 2000 - Mar 2003 |
1.57%
Apr 1998 - Apr 2003 |
5.53%
Jun 1999 - Jun 2009 |
8.00%
Jun 1998 - Jun 2013 |
| VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) |
-16.15%
Mar 2000 - Mar 2003 |
-6.73%
Feb 2004 - Feb 2009 |
-3.51%
Feb 1999 - Feb 2009 |
3.64%
Aug 2000 - Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Composite Momentum Market VFINX |
27.36%
Mar 1997 - Mar 2000 |
19.96%
Jun 2009 - Jun 2014 |
15.63%
Sep 2011 - Sep 2021 |
14.52%
Jun 2009 - Jun 2024 |
| P SMA 200d VFINX Monthly |
20.33%
Nov 2011 - Nov 2014 |
16.53%
Jun 2009 - Jun 2014 |
13.06%
Dec 2011 - Dec 2021 |
11.89%
Jan 2003 - Jan 2018 |
| VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) |
27.37%
Mar 1997 - Mar 2000 |
22.86%
Feb 2009 - Feb 2014 |
16.52%
Feb 2009 - Feb 2019 |
15.91%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart