+57.5%
VT vs PFG
+92.7%
-35.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +2.4% | +2.4% | 0.0% | +1.4% |
| 30D | -1.5% | +5.9% | -7.4% | -3.8% |
| 3M | -4.1% | -0.4% | -3.7% | -4.2% |
| 6M | +0.6% | +14.8% | -14.3% | -5.7% |
| YTD | +11.0% | +31.9% | -20.9% | -2.0% |
| 1Y | +13.3% | +38.8% | -25.5% | -2.2% |
| 3Y | +73.4% | +82.4% | -9.0% | +29.9% |
| All | +57.5% | +92.7% | -35.2% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling