+75.0%
PFG vs VLTO
+69.5%
+5.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | -0.6% | +5.4% | -6.0% | -2.5% |
| 30D | +2.0% | +22.3% | -20.3% | -5.4% |
| 3M | -3.2% | +19.6% | -22.8% | -9.5% |
| 6M | +10.9% | +35.2% | -24.2% | -1.6% |
| YTD | +28.8% | +17.9% | +11.0% | +21.1% |
| 1Y | +39.2% | +19.5% | +19.7% | +29.6% |
| 3Y | +75.0% | +73.9% | +1.1% | +56.0% |
| All | +75.0% | +69.5% | +5.6% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling