+12.8%
VG vs PFG
+51.4%
-38.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.5% |
| 7D | +1.7% | +5.5% | -3.8% | +2.1% |
| 30D | +16.0% | +2.4% | +13.6% | +16.4% |
| 3M | +9.7% | +13.6% | -3.9% | +11.0% |
| 6M | +29.6% | +27.9% | +1.7% | +31.6% |
| YTD | +112.0% | +35.6% | +76.5% | +106.7% |
| 1Y | +12.8% | +48.5% | -35.7% | +7.3% |
| All | +12.8% | +51.4% | -38.6% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling