+68.5%
PFG vs VSXY
+353.1%
-284.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.5% |
| 7D | +3.2% | -10.7% | +13.9% | +4.1% |
| 30D | +0.9% | -24.3% | +25.2% | +3.6% |
| 3M | +7.7% | +1.0% | +6.7% | +6.9% |
| 6M | +29.0% | +57.4% | -28.4% | +19.6% |
| YTD | +32.5% | +39.8% | -7.3% | +24.3% |
| 1Y | +47.3% | +196.5% | -149.2% | +24.3% |
| All | +68.5% | +353.1% | -284.7% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling