+334.9%
PFD vs VT
+374.2%
-39.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | +0.1% | +0.4% | -0.4% | -0.3% |
| 30D | -0.6% | +1.0% | -1.6% | -1.4% |
| 3M | 0.0% | +2.4% | -2.4% | -2.3% |
| 6M | -1.4% | +12.0% | -13.4% | -11.0% |
| YTD | -0.3% | +15.3% | -15.6% | -12.4% |
| 1Y | +4.6% | +22.6% | -18.0% | -12.9% |
| 3Y | +42.8% | +74.7% | -31.9% | -14.1% |
| 5Y | -0.8% | +66.1% | -66.9% | -39.2% |
| 10Y | +40.4% | +225.0% | -184.6% | -56.0% |
| All | +334.9% | +374.2% | -39.3% | -29.4% |
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