+110.2%
PFG vs VYM
+77.5%
+32.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.1% |
| 7D | -0.4% | -0.8% | +0.4% | +0.7% |
| 30D | +2.9% | -2.2% | +5.1% | +6.3% |
| 3M | +6.7% | +3.1% | +3.6% | +2.2% |
| 6M | +33.8% | +9.7% | +24.0% | +16.9% |
| YTD | +35.0% | +14.9% | +20.1% | +10.2% |
| 1Y | +46.4% | +17.6% | +28.8% | +15.6% |
| 3Y | +71.6% | +65.3% | +6.3% | -16.8% |
| All | +110.2% | +77.5% | +32.7% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling