+14.0%
PFFD vs VT
+160.7%
-146.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.4% | -2.3% | +2.0% | +0.7% |
| 30D | -3.3% | -5.0% | +1.7% | -1.1% |
| 3M | -8.1% | -4.9% | -3.3% | -6.1% |
| 6M | -9.4% | -1.5% | -7.9% | -8.9% |
| YTD | -6.7% | +8.5% | -15.2% | -10.2% |
| 1Y | -6.3% | +11.4% | -17.7% | -10.9% |
| 3Y | +9.0% | +70.1% | -61.1% | -14.7% |
| 5Y | -12.1% | +53.7% | -65.9% | -28.7% |
| All | +14.0% | +160.7% | -146.7% | -28.4% |
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