-32.0%
VST vs PFG
+40.5%
-72.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.7% | +12.2% | +10.4% |
| 7D | -9.8% | -0.6% | -9.2% | -9.7% |
| 30D | -25.1% | +2.0% | -27.1% | -25.0% |
| 3M | -11.6% | -3.2% | -8.4% | -11.4% |
| 6M | -20.9% | +10.9% | -31.8% | -22.5% |
| YTD | -22.3% | +28.8% | -51.2% | -26.3% |
| 1Y | -32.0% | +39.2% | -71.2% | -33.9% |
| All | -32.0% | +40.5% | -72.5% | -33.9% |
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