+86.3%
PFG vs VO
+65.0%
+21.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.3% | +1.0% |
| 7D | +2.3% | -0.1% | +2.4% | +2.5% |
| 30D | +7.6% | +0.5% | +7.1% | +7.1% |
| 3M | +2.5% | -1.0% | +3.5% | +3.7% |
| 6M | +16.6% | +6.4% | +10.2% | +8.2% |
| YTD | +34.1% | +13.6% | +20.5% | +15.3% |
| 1Y | +44.1% | +14.5% | +29.6% | +22.8% |
| 3Y | +86.3% | +67.2% | +19.0% | +9.3% |
| All | +86.3% | +65.0% | +21.3% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling