+108.5%
PFG vs VIG
+62.2%
+46.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.2% |
| 7D | +3.2% | -1.2% | +4.4% | +4.8% |
| 30D | +0.9% | -2.8% | +3.8% | +4.8% |
| 3M | +7.7% | +2.5% | +5.2% | +4.4% |
| 6M | +29.0% | +8.1% | +20.9% | +16.6% |
| YTD | +32.5% | +9.6% | +22.9% | +17.7% |
| 1Y | +47.3% | +14.2% | +33.2% | +24.0% |
| 3Y | +68.2% | +56.1% | +12.1% | -4.0% |
| 5Y | +108.5% | +62.8% | +45.6% | +13.8% |
| All | +108.5% | +62.2% | +46.2% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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