+536.6%
PFG vs VO
+822.3%
-285.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.3% | -0.2% |
| 7D | +2.3% | -0.1% | +2.4% | +2.5% |
| 30D | +7.6% | +0.5% | +7.1% | +6.8% |
| 3M | +2.5% | -1.0% | +3.5% | +4.0% |
| 6M | +16.6% | +6.4% | +10.2% | +5.1% |
| YTD | +34.1% | +13.6% | +20.5% | +8.9% |
| 1Y | +44.1% | +14.5% | +29.6% | +15.6% |
| 3Y | +86.3% | +67.2% | +19.0% | -18.0% |
| 5Y | +101.6% | +36.1% | +65.5% | +19.0% |
| 10Y | +197.9% | +199.3% | -1.4% | -51.9% |
| All | +536.6% | +822.3% | -285.7% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling