+53.4%
VT vs PFG
+95.1%
-41.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.8% | -0.2% | -2.6% |
| 7D | -4.2% | -0.7% | -3.4% | -3.9% |
| 30D | -5.8% | +2.8% | -8.6% | -6.9% |
| 3M | -5.2% | -1.0% | -4.2% | -5.1% |
| 6M | +0.1% | +13.6% | -13.5% | -5.6% |
| YTD | +8.2% | +31.1% | -22.8% | -4.2% |
| 1Y | +10.1% | +43.8% | -33.7% | -6.4% |
| 3Y | +69.7% | +75.0% | -5.4% | +29.6% |
| 5Y | +53.4% | +95.2% | -41.9% | +8.0% |
| All | +53.4% | +95.1% | -41.7% | +8.0% |
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 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