+1,216.9%
VST vs PFG
+228.0%
+988.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.1% | +4.2% |
| 7D | +8.9% | +5.5% | +3.4% | +6.2% |
| 30D | +6.2% | +2.4% | +3.8% | +4.9% |
| 3M | -2.7% | +13.6% | -16.3% | -8.8% |
| 6M | -8.4% | +27.9% | -36.2% | -18.6% |
| YTD | -7.2% | +35.6% | -42.8% | -20.0% |
| 1Y | -20.9% | +48.5% | -69.4% | -34.9% |
| 3Y | +384.0% | +66.9% | +317.1% | +277.2% |
| 5Y | +757.1% | +111.0% | +646.1% | +491.1% |
| All | +1,216.9% | +228.0% | +988.9% | +570.5% |
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 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