+127.6%
PFLT vs VT
+319.7%
-192.1%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | 0.0% | -2.3% | +2.3% | +1.5% |
| 30D | +4.6% | -5.0% | +9.6% | +8.0% |
| 3M | -2.4% | -4.9% | +2.5% | +0.8% |
| 6M | -19.9% | -1.5% | -18.4% | -19.3% |
| YTD | -16.6% | +8.5% | -25.1% | -21.1% |
| 1Y | -13.3% | +11.4% | -24.7% | -19.4% |
| 3Y | -7.3% | +70.1% | -77.3% | -34.6% |
| 5Y | -11.2% | +53.7% | -64.9% | -33.8% |
| 10Y | +58.0% | +220.0% | -162.0% | -17.9% |
| All | +127.6% | +319.7% | -192.1% | +9.0% |
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