+13.4%
PFFD vs VT
+160.1%
-146.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.0% | -0.3% |
| 7D | -1.7% | -4.2% | +2.5% | +0.1% |
| 30D | -4.3% | -5.8% | +1.5% | -1.8% |
| 3M | -9.2% | -5.2% | -3.9% | -7.0% |
| 6M | -9.3% | +0.1% | -9.4% | -9.5% |
| YTD | -7.2% | +8.2% | -15.4% | -10.6% |
| 1Y | -6.7% | +10.1% | -16.9% | -10.8% |
| 3Y | +8.1% | +69.7% | -61.6% | -15.3% |
| 5Y | -12.6% | +53.4% | -66.0% | -29.0% |
| All | +13.4% | +160.1% | -146.7% | -28.7% |
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