+31.3%
PFFA vs VT
+74.1%
-42.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -0.1% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | -3.6% | -2.6% | -1.0% | -2.6% |
| 3M | -8.3% | -3.2% | -5.0% | -7.1% |
| 6M | -10.2% | +0.9% | -11.1% | -10.6% |
| YTD | -6.0% | +11.3% | -17.3% | -9.9% |
| 1Y | -4.4% | +14.0% | -18.4% | -9.3% |
| 3Y | +31.3% | +75.8% | -44.5% | +5.2% |
| All | +31.3% | +74.1% | -42.8% | +5.2% |
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 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