+305.3%
PFG vs VIG
+655.8%
-350.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.4% | +3.5% | -1.1% | -4.1% |
| 30D | +5.9% | +4.9% | +0.9% | -3.4% |
| 3M | -0.4% | +2.5% | -3.0% | -5.1% |
| 6M | +14.8% | +11.0% | +3.8% | -6.3% |
| YTD | +31.9% | +16.0% | +15.9% | -1.2% |
| 1Y | +38.8% | +17.5% | +21.3% | +1.2% |
| 3Y | +82.4% | +67.0% | +15.4% | -33.1% |
| 5Y | +94.7% | +64.8% | +29.9% | -28.1% |
| 10Y | +187.0% | +263.6% | -76.6% | -80.7% |
| All | +305.3% | +655.8% | -350.5% | -92.8% |
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 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