+15.0%
PFLD vs VT
+122.0%
-107.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +0.6% | -2.3% | +2.9% | +1.4% |
| 30D | +0.5% | -5.0% | +5.5% | +2.3% |
| 3M | -0.5% | -4.9% | +4.4% | +1.3% |
| 6M | 0.0% | -1.5% | +1.6% | +0.3% |
| YTD | +2.4% | +8.5% | -6.1% | -1.2% |
| 1Y | +2.9% | +11.4% | -8.4% | -1.7% |
| 3Y | +13.7% | +70.1% | -56.3% | -9.6% |
| 5Y | +3.3% | +53.7% | -50.5% | -14.5% |
| All | +15.0% | +122.0% | -107.0% | -29.8% |
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 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