+261.3%
PFG vs VYM
+490.3%
-228.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.6% |
| 7D | +6.0% | +0.1% | +5.9% | +5.8% |
| 30D | +2.2% | -1.3% | +3.5% | +4.9% |
| 3M | +10.4% | +4.1% | +6.3% | +1.9% |
| 6M | +27.8% | +9.8% | +18.0% | +5.9% |
| YTD | +33.6% | +15.3% | +18.3% | +0.4% |
| 1Y | +49.3% | +20.0% | +29.3% | +3.4% |
| 3Y | +69.7% | +66.2% | +3.5% | -38.7% |
| 5Y | +111.3% | +77.5% | +33.8% | -33.4% |
| 10Y | +240.3% | +201.7% | +38.6% | -64.9% |
| All | +261.3% | +490.3% | -228.9% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling