+28.4%
PFF vs VT
+214.8%
-186.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | 0.0% |
| 7D | -2.0% | -4.2% | +2.2% | +0.2% |
| 30D | -4.7% | -5.8% | +1.1% | -1.8% |
| 3M | -8.0% | -5.2% | -2.8% | -5.5% |
| 6M | -8.8% | +0.1% | -9.0% | -9.1% |
| YTD | -5.9% | +8.2% | -14.2% | -9.9% |
| 1Y | -5.4% | +10.1% | -15.5% | -10.2% |
| 3Y | +11.3% | +69.7% | -58.3% | -16.4% |
| 5Y | -4.8% | +53.4% | -58.2% | -25.2% |
| All | +28.4% | +214.8% | -186.4% | -33.3% |
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 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