+244.4%
PFG vs VO
+195.4%
+49.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.7% |
| 7D | +6.0% | +0.6% | +5.4% | +5.3% |
| 30D | +2.2% | -1.1% | +3.3% | +3.6% |
| 3M | +10.4% | +4.5% | +5.8% | +4.2% |
| 6M | +27.8% | +11.1% | +16.7% | +11.6% |
| YTD | +33.6% | +13.5% | +20.1% | +13.5% |
| 1Y | +49.3% | +14.5% | +34.8% | +25.4% |
| 3Y | +69.7% | +58.1% | +11.6% | -4.7% |
| 5Y | +111.3% | +43.3% | +68.1% | +33.9% |
| All | +244.4% | +195.4% | +49.0% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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