+131.2%
PFF vs VT
+374.2%
-243.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.1% | +0.4% | -0.6% | -0.4% |
| 30D | -0.8% | +1.0% | -1.7% | -1.3% |
| 3M | -1.5% | +2.4% | -3.8% | -2.8% |
| 6M | -0.7% | +12.0% | -12.7% | -6.9% |
| YTD | +1.5% | +15.3% | -13.9% | -6.4% |
| 1Y | +1.6% | +22.6% | -21.0% | -9.4% |
| 3Y | +18.8% | +74.7% | -55.8% | -13.8% |
| 5Y | +3.4% | +66.1% | -62.7% | -23.6% |
| 10Y | +33.7% | +225.0% | -191.3% | -34.4% |
| All | +131.2% | +374.2% | -243.0% | -11.2% |
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