+118.7%
PFF vs VT
+363.9%
-245.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.2% | +0.6% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | -2.6% | -1.4% | -1.2% | -1.9% |
| 3M | -6.1% | -1.4% | -4.7% | -5.4% |
| 6M | -6.4% | +5.5% | -11.9% | -9.2% |
| YTD | -4.0% | +12.8% | -16.8% | -10.4% |
| 1Y | -3.1% | +15.4% | -18.5% | -10.7% |
| 3Y | +13.6% | +76.9% | -63.2% | -18.1% |
| 5Y | -2.8% | +60.4% | -63.2% | -26.8% |
| 10Y | +31.3% | +232.8% | -201.4% | -36.4% |
| All | +118.7% | +363.9% | -245.2% | -15.0% |
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