+93.7%
PFG vs VO
+32.6%
+61.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.5% |
| 7D | -0.6% | -2.6% | +1.9% | +2.1% |
| 30D | +2.0% | -0.9% | +3.0% | +3.1% |
| 3M | -3.2% | -3.0% | -0.2% | 0.0% |
| 6M | +10.9% | +2.2% | +8.7% | +8.0% |
| YTD | +28.8% | +10.6% | +18.3% | +15.3% |
| 1Y | +39.2% | +12.5% | +26.7% | +22.3% |
| 3Y | +75.0% | +61.4% | +13.7% | +6.7% |
| All | +93.7% | +32.6% | +61.1% | +43.8% |
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