+98.3%
PFL vs VT
+224.5%
-126.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -1.2% | +0.4% | -1.6% | -1.4% |
| 30D | -1.9% | +1.0% | -2.9% | -2.5% |
| 3M | +0.5% | +2.4% | -1.9% | -1.0% |
| 6M | -4.6% | +12.0% | -16.6% | -10.8% |
| YTD | -3.2% | +15.3% | -18.5% | -11.1% |
| 1Y | -0.8% | +22.6% | -23.4% | -12.2% |
| 3Y | +35.2% | +74.7% | -39.5% | -4.3% |
| 5Y | +11.3% | +66.1% | -54.9% | -19.5% |
| All | +98.3% | +224.5% | -126.2% | -8.5% |
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