+83.5%
PFG vs VLTO
+54.1%
+29.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | -0.7% | +12.0% | -12.7% | -4.8% |
| 30D | +2.8% | +20.8% | -18.0% | -4.1% |
| 3M | -1.0% | +20.1% | -21.1% | -7.6% |
| 6M | +13.6% | +32.6% | -19.0% | +1.7% |
| YTD | +31.1% | +17.3% | +13.8% | +23.3% |
| 1Y | +43.8% | +17.3% | +26.5% | +35.1% |
| 3Y | +75.0% | +66.9% | +8.1% | +49.5% |
| All | +83.5% | +54.1% | +29.4% | +58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling