+76.3%
PFEB vs VT
+116.1%
-39.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | 0.0% |
| 7D | -1.3% | -2.3% | +1.0% | -0.1% |
| 30D | -2.1% | -5.0% | +2.9% | +0.6% |
| 3M | -0.5% | -4.9% | +4.3% | +2.0% |
| 6M | +2.2% | -1.5% | +3.8% | +2.8% |
| YTD | +6.8% | +8.5% | -1.7% | +1.8% |
| 1Y | +9.2% | +11.4% | -2.2% | +2.6% |
| 3Y | +40.8% | +70.1% | -29.3% | +4.4% |
| 5Y | +49.7% | +53.7% | -4.1% | +16.4% |
| All | +76.3% | +116.1% | -39.8% | +7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling