+114.3%
PFF vs VT
+345.0%
-230.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +0.2% |
| 7D | -2.0% | -4.2% | +2.2% | +0.3% |
| 30D | -4.7% | -5.8% | +1.1% | -1.6% |
| 3M | -8.0% | -5.2% | -2.8% | -5.3% |
| 6M | -8.8% | +0.1% | -9.0% | -9.1% |
| YTD | -5.9% | +8.2% | -14.2% | -10.2% |
| 1Y | -5.4% | +10.1% | -15.5% | -10.6% |
| 3Y | +11.3% | +69.7% | -58.3% | -18.0% |
| 5Y | -4.8% | +53.4% | -58.2% | -26.5% |
| 10Y | +28.7% | +219.2% | -190.5% | -36.3% |
| All | +114.3% | +345.0% | -230.7% | -14.8% |
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