+5.0%
PFFR vs VT
+66.2%
-61.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -0.3% | +0.4% | -0.8% | -0.5% |
| 30D | -0.7% | +1.0% | -1.7% | -1.0% |
| 3M | +1.0% | +2.4% | -1.4% | +0.2% |
| 6M | +1.2% | +12.0% | -10.8% | -2.6% |
| YTD | +2.1% | +15.3% | -13.2% | -2.7% |
| 1Y | +1.6% | +22.6% | -21.0% | -5.1% |
| 3Y | +24.3% | +74.7% | -50.3% | +2.0% |
| All | +5.0% | +66.2% | -61.2% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling