+222.7%
VT vs PFG
+182.5%
+40.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | 0.0% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | -2.5% | +5.0% | -7.5% | -4.3% |
| 3M | -3.3% | +0.1% | -3.4% | -3.6% |
| 6M | +1.5% | +13.8% | -12.2% | -4.0% |
| YTD | +11.4% | +31.2% | -19.9% | -0.6% |
| 1Y | +11.9% | +37.1% | -25.2% | -1.9% |
| 3Y | +73.9% | +80.6% | -6.7% | +35.0% |
| 5Y | +57.9% | +93.7% | -35.8% | +17.4% |
| All | +222.7% | +182.5% | +40.2% | +90.8% |
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