-32.7%
PFAI vs VT
+49.4%
-82.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | 0.0% | -10.6% | -10.6% |
| 7D | -11.8% | +0.4% | -12.3% | -12.0% |
| 30D | +25.7% | +1.0% | +24.7% | +25.1% |
| 3M | -27.9% | +2.4% | -30.3% | -29.0% |
| 6M | +21.3% | +12.0% | +9.3% | +10.6% |
| YTD | +29.6% | +15.3% | +14.2% | +15.3% |
| 1Y | +49.4% | +22.6% | +26.9% | +34.4% |
| All | -32.7% | +49.4% | -82.1% | -13.3% |
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