+59.8%
PFO vs VT
+215.5%
-155.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +1.0% |
| 7D | +0.6% | -2.3% | +2.9% | +2.0% |
| 30D | +2.1% | -5.0% | +7.1% | +5.2% |
| 3M | -3.2% | -4.9% | +1.7% | -0.4% |
| 6M | -3.1% | -1.5% | -1.6% | -2.5% |
| YTD | -3.0% | +8.5% | -11.5% | -8.3% |
| 1Y | -3.4% | +11.4% | -14.8% | -10.2% |
| 3Y | +44.0% | +70.1% | -26.1% | +0.9% |
| 5Y | -3.4% | +53.7% | -57.2% | -28.2% |
| All | +59.8% | +215.5% | -155.7% | -29.9% |
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 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