-1.3%
PFO vs VT
+66.2%
-67.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | -0.8% | +1.0% | -1.8% | -1.2% |
| 3M | +0.4% | +2.4% | -2.0% | -0.7% |
| 6M | -0.7% | +12.0% | -12.7% | -5.9% |
| YTD | -0.1% | +15.3% | -15.4% | -6.6% |
| 1Y | +3.3% | +22.6% | -19.2% | -6.2% |
| 3Y | +45.3% | +74.7% | -29.4% | +10.1% |
| All | -1.3% | +66.2% | -67.5% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling