+113.2%
PFG vs VO
+42.6%
+70.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.3% |
| 7D | +5.5% | -0.3% | +5.8% | +5.9% |
| 30D | +2.4% | -0.3% | +2.7% | +2.8% |
| 3M | +13.6% | +2.9% | +10.6% | +9.9% |
| 6M | +27.9% | +9.3% | +18.5% | +15.9% |
| YTD | +35.6% | +14.2% | +21.4% | +17.2% |
| 1Y | +48.5% | +15.3% | +33.2% | +27.1% |
| 3Y | +66.9% | +56.2% | +10.6% | +4.8% |
| All | +113.2% | +42.6% | +70.5% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling