+367.1%
VT vs PFG
+364.2%
+2.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.4% |
| 7D | -0.3% | +4.9% | -5.2% | -1.8% |
| 30D | -1.4% | +5.7% | -7.1% | -3.2% |
| 3M | -1.4% | +2.6% | -4.0% | -2.4% |
| 6M | +5.5% | +19.8% | -14.3% | -0.7% |
| YTD | +12.8% | +36.3% | -23.5% | +1.8% |
| 1Y | +15.4% | +47.9% | -32.5% | +1.5% |
| 3Y | +76.9% | +82.0% | -5.1% | +44.4% |
| 5Y | +60.4% | +104.5% | -44.1% | +25.0% |
| 10Y | +232.8% | +219.8% | +13.0% | +113.8% |
| All | +367.1% | +364.2% | +2.8% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling