+259.4%
PFG vs VEU
+192.1%
+67.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -2.3% |
| 7D | +5.5% | +1.1% | +4.4% | +3.9% |
| 30D | +2.4% | +2.2% | +0.2% | -0.9% |
| 3M | +13.6% | +3.0% | +10.6% | +7.0% |
| 6M | +27.9% | +10.9% | +17.0% | +6.8% |
| YTD | +35.6% | +18.2% | +17.4% | +2.4% |
| 1Y | +48.5% | +28.3% | +20.2% | -1.0% |
| 3Y | +66.9% | +74.6% | -7.8% | -31.2% |
| 5Y | +111.0% | +56.4% | +54.6% | +2.0% |
| 10Y | +244.5% | +153.0% | +91.5% | -18.4% |
| All | +259.4% | +192.1% | +67.3% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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