+316.4%
PFG vs VIG
+623.5%
-307.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -0.7% |
| 7D | +5.5% | -0.4% | +6.0% | +6.5% |
| 30D | +2.4% | -1.0% | +3.3% | +4.3% |
| 3M | +13.6% | +2.8% | +10.8% | +7.5% |
| 6M | +27.9% | +8.2% | +19.7% | +9.5% |
| YTD | +35.6% | +11.0% | +24.5% | +10.4% |
| 1Y | +48.5% | +16.1% | +32.3% | +10.7% |
| 3Y | +66.9% | +56.2% | +10.7% | -30.2% |
| 5Y | +111.0% | +63.0% | +48.0% | -20.7% |
| 10Y | +244.5% | +241.4% | +3.1% | -73.8% |
| All | +316.4% | +623.5% | -307.1% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling