+1,740.6%
VRT vs PFG
+172.7%
+1,567.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.3% |
| 7D | -21.4% | -0.6% | -20.7% | -21.2% |
| 30D | -25.8% | +2.0% | -27.8% | -26.7% |
| 3M | -33.5% | -3.2% | -30.4% | -32.7% |
| 6M | -49.0% | +10.9% | -60.0% | -52.3% |
| YTD | +12.9% | +28.8% | -15.9% | -2.7% |
| 1Y | 0.0% | +39.2% | -39.2% | -17.2% |
| 3Y | +361.8% | +75.0% | +286.8% | +238.9% |
| 5Y | +565.1% | +91.9% | +473.2% | +377.8% |
| All | +1,740.6% | +172.7% | +1,567.9% | +853.2% |
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 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