+897.3%
VST vs PFG
+217.1%
+680.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.8% | -2.3% | -4.5% |
| 7D | -19.9% | -0.7% | -19.2% | -19.9% |
| 30D | -29.7% | +2.8% | -32.5% | -30.8% |
| 3M | -19.6% | -1.0% | -18.5% | -19.9% |
| 6M | -29.4% | +13.6% | -43.0% | -34.2% |
| YTD | -29.7% | +31.1% | -60.8% | -38.9% |
| 1Y | -40.0% | +43.8% | -83.8% | -50.1% |
| 3Y | +231.0% | +75.0% | +156.0% | +151.8% |
| 5Y | +500.1% | +95.2% | +404.8% | +326.3% |
| 10Y | +1,004.2% | +207.5% | +796.7% | +470.8% |
| All | +897.3% | +217.1% | +680.2% | +412.2% |
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