-1.4%
PFFR vs VT
+53.2%
-54.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -0.9% |
| 7D | -0.4% | -4.2% | +3.7% | +0.9% |
| 30D | -3.6% | -5.8% | +2.2% | -1.8% |
| 3M | -6.9% | -5.2% | -1.6% | -5.3% |
| 6M | -6.0% | +0.1% | -6.1% | -6.2% |
| YTD | -4.2% | +8.2% | -12.5% | -6.9% |
| 1Y | -4.7% | +10.1% | -14.8% | -7.9% |
| 3Y | +18.4% | +69.7% | -51.2% | -2.4% |
| 5Y | -1.4% | +53.4% | -54.8% | -17.7% |
| All | -1.4% | +53.2% | -54.6% | -17.7% |
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