+255.6%
PFL vs VT
+363.9%
-108.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.2% |
| 7D | +3.9% | -0.3% | +4.2% | +4.0% |
| 30D | +3.0% | -1.4% | +4.4% | +3.7% |
| 3M | -6.8% | -1.4% | -5.4% | -6.1% |
| 6M | -7.6% | +5.5% | -13.0% | -10.3% |
| YTD | -8.3% | +12.8% | -21.1% | -14.3% |
| 1Y | -6.1% | +15.4% | -21.5% | -13.3% |
| 3Y | +26.5% | +76.9% | -50.4% | -8.1% |
| 5Y | +9.0% | +60.4% | -51.4% | -17.3% |
| 10Y | +91.9% | +232.8% | -140.9% | -2.5% |
| All | +255.6% | +363.9% | -108.3% | +50.8% |
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