+0.8%
PFLT vs VT
+66.2%
-65.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | +5.2% | +1.0% | +4.3% | +4.5% |
| 3M | -8.3% | +2.4% | -10.7% | -9.9% |
| 6M | -4.9% | +12.0% | -16.9% | -12.2% |
| YTD | -12.6% | +15.3% | -27.9% | -20.8% |
| 1Y | -17.6% | +22.6% | -40.2% | -28.5% |
| 3Y | -2.1% | +74.7% | -76.8% | -33.7% |
| All | +0.8% | +66.2% | -65.4% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling