+38.3%
PFD vs VT
+69.4%
-31.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +0.3% |
| 7D | 0.0% | -4.2% | +4.2% | +1.6% |
| 30D | -0.3% | -5.8% | +5.5% | +1.9% |
| 3M | -6.3% | -5.2% | -1.1% | -4.5% |
| 6M | -5.6% | +0.1% | -5.8% | -5.9% |
| YTD | -6.0% | +8.2% | -14.3% | -9.3% |
| 1Y | -5.1% | +10.1% | -15.2% | -9.1% |
| All | +38.3% | +69.4% | -31.0% | +9.1% |
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