-8.8%
PFN vs VT
+11.9%
-20.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -2.4% | +2.9% | -5.3% | -3.4% |
| 30D | -1.5% | -2.5% | +1.1% | -0.6% |
| 3M | -11.9% | -3.3% | -8.5% | -10.8% |
| 6M | -6.9% | +1.5% | -8.4% | -7.6% |
| YTD | -9.7% | +11.4% | -21.1% | -15.1% |
| 1Y | -8.8% | +11.9% | -20.7% | -14.4% |
| All | -8.8% | +11.9% | -20.7% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling