+243.8%
PFG vs VCLT
+17.1%
+226.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | -0.4% | -1.4% | +0.9% | +0.1% |
| 30D | +2.9% | -1.2% | +4.1% | +3.4% |
| 3M | +6.7% | -4.8% | +11.5% | +8.9% |
| 6M | +33.8% | -2.6% | +36.3% | +35.2% |
| YTD | +35.0% | -3.3% | +38.3% | +36.9% |
| 1Y | +46.4% | -4.8% | +51.2% | +49.4% |
| 3Y | +71.7% | +11.5% | +60.1% | +64.0% |
| 5Y | +113.7% | -17.0% | +130.7% | +125.1% |
| All | +243.8% | +17.1% | +226.7% | +270.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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