+1,917.9%
VRT vs PFG
+183.8%
+1,734.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.0% | +5.6% | +7.6% |
| 7D | -10.6% | +2.3% | -12.9% | -11.6% |
| 30D | -17.4% | +7.6% | -25.0% | -20.5% |
| 3M | -26.4% | +2.5% | -28.9% | -27.5% |
| 6M | -41.0% | +16.6% | -57.6% | -46.2% |
| YTD | +23.8% | +34.1% | -10.2% | +4.7% |
| 1Y | +11.6% | +44.1% | -32.4% | -9.1% |
| 3Y | +403.5% | +86.3% | +317.2% | +258.6% |
| 5Y | +647.0% | +101.6% | +545.5% | +424.8% |
| All | +1,917.9% | +183.8% | +1,734.1% | +925.6% |
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