-4.4%
PFO vs VT
+10.7%
-15.1%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.3% | -0.5% |
| 7D | -0.6% | -4.2% | +3.6% | +0.7% |
| 30D | +0.6% | -5.8% | +6.4% | +2.3% |
| 3M | -4.8% | -5.2% | +0.4% | -3.3% |
| 6M | -4.3% | +0.1% | -4.5% | -4.5% |
| YTD | -4.1% | +8.2% | -12.4% | -7.4% |
| 1Y | -4.4% | +10.1% | -14.6% | -8.6% |
| All | -4.4% | +10.7% | -15.1% | -8.6% |
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