+2,723.0%
VRT vs PFG
+186.9%
+2,536.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +5.1% |
| 7D | +9.1% | +5.5% | +3.6% | +6.1% |
| 30D | +0.9% | +2.4% | -1.4% | -0.4% |
| 3M | -13.4% | +13.6% | -27.0% | -19.6% |
| 6M | +11.7% | +27.9% | -16.2% | -2.7% |
| YTD | +73.2% | +35.6% | +37.7% | +46.0% |
| 1Y | +123.4% | +48.5% | +75.0% | +78.9% |
| 3Y | +606.2% | +66.9% | +539.3% | +431.3% |
| 5Y | +899.9% | +111.0% | +788.9% | +589.3% |
| All | +2,723.0% | +186.9% | +2,536.1% | +1,329.7% |
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