+138.5%
PFLT vs VT
+346.2%
-207.7%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.6% |
| 3M | -8.3% | +2.4% | -10.7% | -9.9% |
| 6M | -4.9% | +12.0% | -16.9% | -11.8% |
| YTD | -12.6% | +15.3% | -27.9% | -20.4% |
| 1Y | -17.6% | +22.6% | -40.2% | -27.9% |
| 3Y | -2.1% | +74.7% | -76.8% | -32.1% |
| 5Y | -0.2% | +66.1% | -66.4% | -29.3% |
| 10Y | +60.8% | +225.0% | -164.2% | -18.6% |
| All | +138.5% | +346.2% | -207.7% | +9.9% |
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 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