+90.7%
PFL vs VT
+224.4%
-133.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.9% |
| 7D | -1.7% | -0.7% | -1.0% | -1.4% |
| 30D | +0.2% | -1.7% | +1.9% | +1.1% |
| 3M | -9.3% | -2.3% | -7.0% | -8.2% |
| 6M | -9.0% | +1.5% | -10.6% | -10.1% |
| YTD | -9.9% | +12.0% | -21.9% | -15.9% |
| 1Y | -8.5% | +12.9% | -21.3% | -15.0% |
| 3Y | +26.7% | +74.9% | -48.2% | -10.5% |
| 5Y | +8.1% | +59.9% | -51.8% | -20.0% |
| 10Y | +90.7% | +224.6% | -133.9% | -9.7% |
| All | +90.7% | +224.4% | -133.7% | -9.7% |
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 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