+90.3%
PFL price history and return analytics
+221.8%
-131.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.4% | +2.4% | -4.8% | -3.7% |
| 30D | +1.5% | -1.5% | +3.0% | +2.3% |
| 3M | -10.9% | -4.1% | -6.8% | -8.9% |
| 6M | -9.3% | +0.6% | -9.9% | -9.9% |
| YTD | -11.3% | +11.0% | -22.4% | -16.8% |
| 1Y | -9.9% | +13.3% | -23.3% | -16.6% |
| 3Y | +26.5% | +73.4% | -46.9% | -10.2% |
| 5Y | +6.1% | +57.4% | -51.3% | -20.7% |
| All | +90.3% | +221.8% | -131.5% | -8.8% |
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 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