-46.6%
VG vs PFG
+49.7%
-96.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +6.0% |
| 7D | +5.5% | -2.2% | +7.7% | +6.5% |
| 30D | -3.6% | +6.4% | -9.9% | -6.7% |
| 3M | -4.0% | +2.2% | -6.2% | -5.5% |
| 6M | +9.4% | +16.3% | -6.9% | -0.6% |
| YTD | +86.6% | +33.2% | +53.4% | +50.3% |
| 1Y | +69.5% | +40.6% | +28.9% | +29.2% |
| All | -46.6% | +49.7% | -96.3% | -59.3% |
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 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