+213.7%
VT vs PFG
+195.7%
+17.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.9% |
| 7D | -2.3% | -0.6% | -1.7% | -2.1% |
| 30D | -5.0% | +2.0% | -7.0% | -5.7% |
| 3M | -4.9% | -3.2% | -1.7% | -4.0% |
| 6M | -1.5% | +10.9% | -12.5% | -6.0% |
| YTD | +8.5% | +28.8% | -20.4% | -2.5% |
| 1Y | +11.4% | +39.2% | -27.8% | -2.9% |
| 3Y | +70.1% | +75.0% | -5.0% | +33.7% |
| 5Y | +53.7% | +91.9% | -38.2% | +14.8% |
| All | +213.7% | +195.7% | +17.9% | +87.5% |
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 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