+45.0%
VTRS vs PFG
+989.9%
-944.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -3.5% | +3.2% | -6.7% | -4.5% |
| 30D | +2.1% | +0.9% | +1.2% | +1.7% |
| 3M | +2.6% | +7.7% | -5.1% | +0.1% |
| 6M | +17.8% | +29.0% | -11.2% | +8.7% |
| YTD | +35.7% | +32.5% | +3.2% | +23.9% |
| 1Y | +63.5% | +47.3% | +16.2% | +44.3% |
| 3Y | +85.1% | +68.2% | +16.9% | +56.1% |
| 5Y | +42.5% | +108.5% | -66.0% | +12.6% |
| 10Y | -48.2% | +241.4% | -289.6% | -65.9% |
| All | +45.0% | +989.9% | -944.8% | -39.6% |
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