-2.9%
PFF price history and return analytics
+58.5%
-61.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -0.6% | +2.9% | -3.5% | -1.9% |
| 30D | -3.9% | -2.5% | -1.4% | -2.8% |
| 3M | -7.6% | -3.3% | -4.2% | -6.2% |
| 6M | -8.7% | +1.5% | -10.2% | -9.4% |
| YTD | -5.4% | +11.4% | -16.7% | -10.1% |
| 1Y | -5.2% | +11.9% | -17.1% | -10.1% |
| 3Y | +13.7% | +73.9% | -60.1% | -13.4% |
| 5Y | -2.9% | +57.9% | -60.8% | -24.6% |
| All | -2.9% | +58.5% | -61.5% | -24.6% |
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