+90.3%
VTR vs PFG
+108.9%
-18.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | -1.8% | -3.0% | +1.2% | -0.8% |
| 30D | +4.0% | +2.5% | +1.5% | +3.1% |
| 3M | +7.8% | +6.1% | +1.8% | +5.5% |
| 6M | +6.4% | +31.3% | -24.9% | -3.2% |
| YTD | +18.3% | +33.6% | -15.2% | +6.6% |
| 1Y | +33.9% | +48.5% | -14.6% | +15.6% |
| 3Y | +134.3% | +69.6% | +64.7% | +86.3% |
| 5Y | +90.3% | +111.5% | -21.2% | +38.9% |
| All | +90.3% | +108.9% | -18.7% | +38.9% |
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