+2,010.2%
VRT vs PFG
+177.8%
+1,832.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.3% |
| 7D | +18.6% | +0.1% | +18.5% | +18.6% |
| 30D | -11.7% | +5.0% | -16.6% | -13.9% |
| 3M | -27.3% | +0.1% | -27.3% | -27.6% |
| 6M | -42.9% | +13.8% | -56.7% | -47.2% |
| YTD | +29.5% | +31.2% | -1.8% | +10.6% |
| 1Y | +21.0% | +37.1% | -16.0% | +1.1% |
| 3Y | +403.1% | +80.6% | +322.5% | +263.6% |
| 5Y | +688.8% | +93.7% | +595.1% | +463.6% |
| All | +2,010.2% | +177.8% | +1,832.4% | +983.2% |
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