+2,826.7%
VRT vs PFG
+182.9%
+2,643.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +4.4% |
| 7D | +13.6% | +6.0% | +7.6% | +10.2% |
| 30D | +6.8% | +2.2% | +4.5% | +5.4% |
| 3M | -3.2% | +10.4% | -13.6% | -8.8% |
| 6M | +20.3% | +27.8% | -7.4% | +4.8% |
| YTD | +79.6% | +33.6% | +45.9% | +52.4% |
| 1Y | +139.0% | +49.3% | +89.7% | +90.7% |
| 3Y | +644.6% | +69.7% | +574.9% | +455.7% |
| 5Y | +1,024.4% | +111.3% | +913.0% | +675.5% |
| All | +2,826.7% | +182.9% | +2,643.8% | +1,392.4% |
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