+19.7%
PFF vs VT
+75.0%
-55.2%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.1% | +0.4% | -0.6% | -0.3% |
| 30D | -0.8% | +1.0% | -1.7% | -1.1% |
| 3M | -1.5% | +2.4% | -3.8% | -2.4% |
| 6M | -0.7% | +12.0% | -12.7% | -5.1% |
| YTD | +1.5% | +15.3% | -13.9% | -4.3% |
| 1Y | +1.6% | +22.6% | -21.0% | -6.4% |
| All | +19.7% | +75.0% | -55.2% | -7.9% |
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