+75.4%
VEA vs PFG
+70.6%
+4.9%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | -1.5% | -0.4% | -1.0% | -1.3% |
| 30D | -0.8% | +2.9% | -3.7% | -1.8% |
| 3M | +2.5% | +6.7% | -4.2% | 0.0% |
| 6M | +11.1% | +33.8% | -22.6% | +0.1% |
| YTD | +17.2% | +35.0% | -17.8% | +5.0% |
| 1Y | +24.5% | +46.4% | -21.9% | +8.2% |
| 3Y | +75.4% | +71.7% | +3.8% | +39.6% |
| All | +75.4% | +70.6% | +4.9% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling