-50.0%
VTRS vs PFG
+251.1%
-301.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | -2.2% | -0.4% | -1.8% | -2.0% |
| 30D | +3.3% | +2.9% | +0.4% | +1.8% |
| 3M | +2.0% | +6.7% | -4.7% | -1.3% |
| 6M | +19.9% | +33.8% | -13.8% | +4.9% |
| YTD | +35.7% | +35.0% | +0.8% | +17.8% |
| 1Y | +68.1% | +46.4% | +21.7% | +40.2% |
| 3Y | +87.1% | +71.7% | +15.4% | +43.4% |
| 5Y | +47.6% | +113.7% | -66.0% | +2.3% |
| All | -50.0% | +251.1% | -301.1% | -72.2% |
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