+64.9%
PFFA vs VT
+146.5%
-81.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -1.2% |
| 7D | +0.6% | +0.4% | +0.2% | +0.2% |
| 30D | -3.6% | -2.6% | -1.0% | -1.6% |
| 3M | -8.3% | -3.2% | -5.0% | -5.9% |
| 6M | -10.2% | +0.9% | -11.1% | -11.3% |
| YTD | -6.0% | +11.3% | -17.3% | -14.8% |
| 1Y | -4.4% | +14.0% | -18.4% | -15.2% |
| 3Y | +31.3% | +75.8% | -44.5% | -22.6% |
| 5Y | +19.0% | +57.8% | -38.9% | -23.0% |
| All | +64.9% | +146.5% | -81.6% | -40.4% |
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