+543.8%
PFG vs VO
+827.2%
-283.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.2% |
| 7D | +5.5% | -0.3% | +5.8% | +6.1% |
| 30D | +2.4% | -0.3% | +2.7% | +2.9% |
| 3M | +13.6% | +2.9% | +10.6% | +8.1% |
| 6M | +27.9% | +9.3% | +18.5% | +10.6% |
| YTD | +35.6% | +14.2% | +21.4% | +9.5% |
| 1Y | +48.5% | +15.3% | +33.2% | +17.9% |
| 3Y | +66.9% | +56.2% | +10.6% | -18.1% |
| 5Y | +111.0% | +42.4% | +68.5% | +15.9% |
| 10Y | +244.5% | +194.7% | +49.8% | -42.9% |
| All | +543.8% | +827.2% | -283.5% | -76.2% |
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