+57.6%
PFLT vs VT
+221.4%
-163.9%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | -1.6% | +1.0% | -2.6% | -2.5% |
| 30D | -2.3% | -0.2% | -2.0% | -2.1% |
| 3M | -5.9% | +4.5% | -10.5% | -9.7% |
| 6M | -4.0% | +14.1% | -18.0% | -14.5% |
| YTD | -14.0% | +14.8% | -28.7% | -23.8% |
| 1Y | -19.0% | +21.2% | -40.2% | -31.5% |
| 3Y | -2.6% | +76.6% | -79.2% | -41.3% |
| 5Y | -1.8% | +66.6% | -68.3% | -38.4% |
| 10Y | +57.6% | +222.3% | -164.7% | -40.8% |
| All | +57.6% | +221.4% | -163.9% | -40.8% |
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