+697.2%
VRSN vs PFG
+979.8%
-282.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +3.6% | +5.0% | -1.4% | +1.8% |
| 3M | +10.8% | +0.1% | +10.7% | +10.5% |
| 6M | +9.9% | +13.8% | -3.8% | +5.0% |
| YTD | +29.8% | +31.2% | -1.4% | +17.9% |
| 1Y | +26.3% | +37.1% | -10.8% | +12.9% |
| 3Y | +53.5% | +80.6% | -27.1% | +23.2% |
| 5Y | +34.8% | +93.7% | -58.9% | +4.2% |
| 10Y | +291.0% | +185.5% | +105.5% | +143.0% |
| All | +697.2% | +979.8% | -282.7% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling