-19.5%
PFH vs VT
+115.3%
-134.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -2.7% | +1.0% | -3.7% | -3.0% |
| 3M | -4.7% | +2.4% | -7.1% | -5.5% |
| 6M | -9.1% | +12.0% | -21.1% | -12.7% |
| YTD | -7.2% | +15.3% | -22.5% | -11.8% |
| 1Y | -9.7% | +22.6% | -32.3% | -16.1% |
| 3Y | -7.1% | +74.7% | -81.8% | -24.4% |
| 5Y | -24.6% | +66.1% | -90.7% | -39.3% |
| All | -19.5% | +115.3% | -134.8% | -37.4% |
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