+186.9%
PFG vs VO
+197.6%
-10.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.4% | +3.1% | -0.7% | -1.4% |
| 30D | +5.9% | +2.2% | +3.7% | +3.1% |
| 3M | -0.4% | -2.5% | +2.0% | +2.7% |
| 6M | +14.8% | +7.0% | +7.9% | +5.1% |
| YTD | +31.9% | +14.0% | +17.9% | +11.3% |
| 1Y | +38.8% | +15.6% | +23.2% | +15.1% |
| 3Y | +82.4% | +66.2% | +16.2% | -4.1% |
| 5Y | +94.7% | +36.6% | +58.1% | +31.5% |
| All | +186.9% | +197.6% | -10.7% | -28.7% |
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