+654.3%
PFG vs VCLT
+99.5%
+554.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | +0.1% | -1.9% | +2.0% | +0.3% |
| 30D | +5.0% | +1.4% | +3.5% | +4.9% |
| 3M | +0.1% | -1.8% | +1.8% | +0.2% |
| 6M | +13.8% | -3.9% | +17.7% | +14.1% |
| YTD | +31.2% | -3.9% | +35.2% | +31.6% |
| 1Y | +37.1% | -4.7% | +41.8% | +37.5% |
| 3Y | +80.6% | +14.1% | +66.5% | +80.5% |
| 5Y | +93.7% | -16.6% | +110.3% | +86.2% |
| 10Y | +185.5% | +21.4% | +164.1% | +228.7% |
| All | +654.3% | +99.5% | +554.8% | +1,336.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling