+377.4%
VT vs PFG
+361.7%
+15.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | +0.4% | +5.5% | -5.1% | -1.3% |
| 30D | +1.0% | +2.4% | -1.4% | +0.1% |
| 3M | +2.4% | +13.6% | -11.2% | -1.9% |
| 6M | +12.0% | +27.9% | -15.9% | +3.4% |
| YTD | +15.3% | +35.6% | -20.2% | +4.4% |
| 1Y | +22.6% | +48.5% | -25.9% | +7.6% |
| 3Y | +74.7% | +66.9% | +7.8% | +46.5% |
| 5Y | +66.1% | +111.0% | -44.8% | +28.3% |
| 10Y | +225.0% | +244.5% | -19.5% | +104.6% |
| All | +377.4% | +361.7% | +15.7% | +118.5% |
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 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