+28.9%
VCIT vs PFG
+195.7%
-166.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.1% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +1.9% | +2.0% | -0.1% | +1.8% |
| 3M | -1.4% | -3.2% | +1.7% | -1.4% |
| 6M | -2.1% | +10.9% | -13.1% | -2.5% |
| YTD | -1.6% | +28.8% | -30.5% | -2.4% |
| 1Y | -0.9% | +39.2% | -40.1% | -1.9% |
| 3Y | +20.0% | +75.0% | -55.1% | +17.8% |
| 5Y | +3.1% | +91.9% | -88.8% | +1.0% |
| All | +28.9% | +195.7% | -166.8% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling