+63.4%
PFFA vs VT
+140.3%
-76.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.2% |
| 7D | -0.4% | -2.3% | +1.9% | +1.5% |
| 30D | -4.1% | -5.0% | +0.8% | -0.1% |
| 3M | -8.6% | -4.9% | -3.7% | -4.9% |
| 6M | -10.5% | -1.5% | -9.0% | -9.8% |
| YTD | -6.9% | +8.5% | -15.4% | -13.7% |
| 1Y | -5.1% | +11.4% | -16.5% | -14.1% |
| 3Y | +29.2% | +70.1% | -40.9% | -21.7% |
| 5Y | +17.7% | +53.7% | -36.0% | -22.1% |
| All | +63.4% | +140.3% | -76.9% | -39.7% |
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