+275.5%
PFL vs VT
+374.2%
-98.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 6M | -4.6% | +12.0% | -16.6% | -10.3% |
| YTD | -3.2% | +15.3% | -18.5% | -10.5% |
| 1Y | -0.8% | +22.6% | -23.4% | -11.4% |
| 3Y | +35.2% | +74.7% | -39.5% | -1.1% |
| 5Y | +11.3% | +66.1% | -54.9% | -17.2% |
| 10Y | +99.9% | +225.0% | -125.1% | +2.8% |
| All | +275.5% | +374.2% | -98.7% | +57.4% |
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