+96.3%
VTR vs PFG
+251.1%
-154.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | -0.3% | -0.4% | +0.1% | -0.1% |
| 30D | +1.1% | +2.9% | -1.8% | -0.6% |
| 3M | +7.9% | +6.7% | +1.2% | +3.7% |
| 6M | +6.2% | +33.8% | -27.6% | -9.8% |
| YTD | +17.7% | +35.0% | -17.2% | -1.0% |
| 1Y | +32.9% | +46.4% | -13.5% | +6.2% |
| 3Y | +129.7% | +71.6% | +58.0% | +61.5% |
| 5Y | +89.3% | +113.7% | -24.4% | +11.9% |
| All | +96.3% | +251.1% | -154.7% | -22.0% |
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 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