+1,986.1%
VTR vs PFG
+999.6%
+986.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.2% |
| 7D | -2.4% | +6.0% | -8.4% | -4.9% |
| 30D | -3.7% | +2.2% | -6.0% | -4.8% |
| 3M | +13.5% | +10.4% | +3.2% | +8.4% |
| 6M | +7.2% | +27.8% | -20.6% | -4.1% |
| YTD | +17.6% | +33.6% | -16.1% | +2.8% |
| 1Y | +35.4% | +49.3% | -13.9% | +12.4% |
| 3Y | +132.8% | +69.7% | +63.1% | +78.5% |
| 5Y | +88.7% | +111.3% | -22.7% | +28.8% |
| 10Y | +87.6% | +240.3% | -152.6% | +1.7% |
| All | +1,986.1% | +999.6% | +986.5% | +563.9% |
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 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