+28.7%
PFFR price history and return analytics
+201.9%
-173.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | 0.0% |
| 7D | +0.1% | +0.4% | -0.2% | -0.1% |
| 30D | -1.0% | -2.6% | +1.6% | +0.3% |
| 3M | -5.3% | -3.2% | -2.1% | -3.8% |
| 6M | -5.0% | +0.9% | -5.9% | -5.7% |
| YTD | -2.9% | +11.3% | -14.2% | -8.6% |
| 1Y | -3.0% | +14.0% | -17.0% | -9.8% |
| 3Y | +21.0% | +75.8% | -54.9% | -12.5% |
| 5Y | +0.2% | +57.8% | -57.7% | -23.4% |
| All | +28.7% | +201.9% | -173.2% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling