-19.4%
PFH vs VT
+102.5%
-122.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | +2.3% | -2.3% | +4.7% | +3.1% |
| 30D | +3.9% | -5.0% | +8.8% | +5.6% |
| 3M | -2.4% | -4.9% | +2.5% | -0.8% |
| 6M | -6.4% | -1.5% | -4.8% | -6.0% |
| YTD | -7.1% | +8.5% | -15.6% | -9.9% |
| 1Y | -10.2% | +11.4% | -21.6% | -13.7% |
| 3Y | -4.2% | +70.1% | -74.2% | -21.4% |
| 5Y | -24.6% | +53.7% | -78.3% | -37.9% |
| All | -19.4% | +102.5% | -122.0% | -36.1% |
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