+29.8%
PFFV vs VT
+139.2%
-109.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | -0.9% | -0.7% | -0.2% | -0.7% |
| 30D | -1.6% | -1.7% | +0.2% | -1.1% |
| 3M | -2.8% | -2.3% | -0.5% | -2.2% |
| 6M | -2.7% | +1.5% | -4.2% | -3.2% |
| YTD | +0.3% | +12.0% | -11.8% | -3.2% |
| 1Y | -0.4% | +12.9% | -13.3% | -4.1% |
| 3Y | +16.8% | +74.9% | -58.2% | -2.5% |
| 5Y | +7.6% | +59.9% | -52.3% | -9.2% |
| All | +29.8% | +139.2% | -109.4% | -1.3% |
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