+83.8%
PFG vs VLTO
+55.4%
+28.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | +5.0% | +18.7% | -13.7% | -1.5% |
| 3M | +0.1% | +21.7% | -21.6% | -7.0% |
| 6M | +13.8% | +35.8% | -22.1% | +1.0% |
| YTD | +31.2% | +18.3% | +13.0% | +23.1% |
| 1Y | +37.1% | +20.9% | +16.2% | +27.1% |
| 3Y | +80.6% | +68.8% | +11.8% | +53.4% |
| All | +83.8% | +55.4% | +28.4% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling