-34.9%
VST vs PFG
+46.8%
-81.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.1% | -18.0% | -13.3% |
| 7D | -15.7% | +4.9% | -20.6% | -15.1% |
| 30D | -17.0% | +5.7% | -22.6% | -16.3% |
| 3M | -15.9% | +2.6% | -18.4% | -15.3% |
| 6M | -25.0% | +19.8% | -44.8% | -26.2% |
| YTD | -25.1% | +36.3% | -61.4% | -27.8% |
| 1Y | -34.9% | +47.9% | -82.7% | -35.5% |
| All | -34.9% | +46.8% | -81.7% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling