+19.9%
VCIT vs PFG
+84.7%
-64.8%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -4.0% | -0.1% |
| 7D | +0.7% | +2.3% | -1.6% | +0.6% |
| 30D | +1.8% | +7.6% | -5.8% | +1.4% |
| 3M | -1.6% | +2.5% | -4.1% | -1.7% |
| 6M | -2.1% | +16.6% | -18.7% | -2.9% |
| YTD | -1.6% | +34.1% | -35.6% | -3.1% |
| 1Y | -0.8% | +44.1% | -44.9% | -2.6% |
| 3Y | +19.9% | +86.3% | -66.3% | +12.9% |
| All | +19.9% | +84.7% | -64.8% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling