+13.8%
VRT vs PFG
+46.8%
-33.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.1% | -17.0% | -12.9% |
| 7D | -15.4% | +4.9% | -20.3% | -15.5% |
| 30D | -19.0% | +5.7% | -24.6% | -19.1% |
| 3M | -23.8% | +2.6% | -26.4% | -24.0% |
| 6M | -37.9% | +19.8% | -57.7% | -40.2% |
| YTD | +27.0% | +36.3% | -9.3% | +15.0% |
| 1Y | +13.8% | +47.9% | -34.1% | +3.3% |
| All | +13.8% | +46.8% | -33.0% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling