+28.9%
PFF vs VT
+215.5%
-186.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -0.7% | -2.3% | +1.6% | +0.4% |
| 30D | -3.8% | -5.0% | +1.2% | -1.3% |
| 3M | -7.0% | -4.9% | -2.1% | -4.6% |
| 6M | -8.9% | -1.5% | -7.4% | -8.3% |
| YTD | -5.5% | +8.5% | -14.0% | -9.6% |
| 1Y | -4.8% | +11.4% | -16.2% | -10.2% |
| 3Y | +12.5% | +70.1% | -57.6% | -15.7% |
| 5Y | -4.4% | +53.7% | -58.1% | -25.0% |
| All | +28.9% | +215.5% | -186.6% | -33.1% |
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 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