+219.2%
VT vs PFG
+195.4%
+23.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -0.1% | +3.0% | -3.1% | -1.2% |
| 30D | -3.1% | +8.2% | -11.2% | -5.9% |
| 3M | -3.5% | +2.7% | -6.2% | -4.7% |
| 6M | +0.5% | +17.2% | -16.8% | -6.1% |
| YTD | +10.8% | +34.8% | -24.0% | -2.1% |
| 1Y | +11.9% | +43.6% | -31.7% | -3.6% |
| 3Y | +73.0% | +85.4% | -12.5% | +33.0% |
| 5Y | +58.6% | +102.2% | -43.6% | +16.1% |
| 10Y | +219.2% | +190.2% | +29.0% | +87.0% |
| All | +219.2% | +195.4% | +23.8% | +87.0% |
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