+243.8%
PFG vs VYM
+209.2%
+34.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | 0.0% |
| 7D | -0.4% | -0.8% | +0.4% | +0.8% |
| 30D | +2.9% | -2.2% | +5.1% | +6.6% |
| 3M | +6.7% | +3.1% | +3.6% | +1.9% |
| 6M | +33.8% | +9.7% | +24.1% | +15.8% |
| YTD | +35.0% | +14.9% | +20.1% | +8.8% |
| 1Y | +46.4% | +17.6% | +28.8% | +13.9% |
| 3Y | +71.7% | +65.3% | +6.3% | -20.5% |
| 5Y | +113.7% | +78.7% | +35.0% | -11.1% |
| All | +243.8% | +209.2% | +34.6% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling