+1,112.0%
VST vs PFG
+195.7%
+916.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.7% | +12.2% | +11.3% |
| 7D | -9.8% | -0.6% | -9.2% | -9.9% |
| 30D | -25.1% | +2.0% | -27.1% | -26.2% |
| 3M | -11.6% | -3.2% | -8.4% | -11.1% |
| 6M | -20.9% | +10.9% | -31.8% | -25.6% |
| YTD | -22.3% | +28.8% | -51.2% | -32.0% |
| 1Y | -32.0% | +39.2% | -71.2% | -42.6% |
| 3Y | +262.4% | +75.0% | +187.3% | +175.5% |
| 5Y | +563.4% | +91.9% | +471.4% | +374.4% |
| All | +1,112.0% | +195.7% | +916.3% | +561.5% |
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 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