+62.8%
PFFA vs VT
+139.7%
-77.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.2% | +0.5% |
| 7D | -2.0% | -4.2% | +2.2% | +1.5% |
| 30D | -5.9% | -5.8% | -0.1% | -1.2% |
| 3M | -9.4% | -5.2% | -4.1% | -5.4% |
| 6M | -10.5% | +0.1% | -10.7% | -11.1% |
| YTD | -7.2% | +8.2% | -15.5% | -13.9% |
| 1Y | -5.2% | +10.1% | -15.4% | -13.4% |
| 3Y | +27.2% | +69.7% | -42.5% | -22.8% |
| 5Y | +17.3% | +53.4% | -36.1% | -22.2% |
| All | +62.8% | +139.7% | -77.0% | -39.8% |
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