+376.8%
V vs PFG
+239.4%
+137.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.1% |
| 7D | -1.1% | +6.0% | -7.1% | -3.7% |
| 30D | +1.9% | +2.2% | -0.3% | +0.8% |
| 3M | +15.5% | +10.4% | +5.2% | +10.4% |
| 6M | +16.6% | +27.8% | -11.2% | +4.4% |
| YTD | +5.7% | +33.6% | -27.9% | -7.3% |
| 1Y | +8.6% | +49.3% | -40.7% | -9.6% |
| 3Y | +52.5% | +69.7% | -17.2% | +18.0% |
| 5Y | +67.1% | +111.3% | -44.2% | +14.7% |
| 10Y | +376.8% | +240.3% | +136.5% | +123.6% |
| All | +376.8% | +239.4% | +137.4% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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