-49.4%
VG vs PFG
+51.4%
-100.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | -7.7% | +3.0% | -10.6% | -9.0% |
| 30D | -8.8% | +8.2% | -17.0% | -12.4% |
| 3M | -15.6% | +2.7% | -18.3% | -17.0% |
| 6M | +5.2% | +17.2% | -12.0% | -4.7% |
| YTD | +76.9% | +34.8% | +42.2% | +41.8% |
| 1Y | +42.5% | +43.6% | -1.1% | +7.0% |
| All | -49.4% | +51.4% | -100.7% | -61.6% |
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