+3.8%
VCIT vs PFG
+110.8%
-107.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -0.3% | +5.5% | -5.9% | -0.6% |
| 30D | -0.8% | +2.4% | -3.1% | -0.9% |
| 3M | -1.0% | +13.6% | -14.6% | -1.6% |
| 6M | -1.8% | +27.9% | -29.7% | -2.9% |
| YTD | -0.7% | +35.6% | -36.3% | -2.1% |
| 1Y | +1.0% | +48.5% | -47.5% | -0.8% |
| 3Y | +18.8% | +66.9% | -48.0% | +15.7% |
| All | +3.8% | +110.8% | -107.0% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling