+50.0%
VG vs PFG
+40.5%
+9.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | -0.4% |
| 7D | -22.0% | -0.6% | -21.4% | -21.9% |
| 30D | -11.6% | +2.0% | -13.7% | -10.8% |
| 3M | -14.9% | -3.2% | -11.7% | -14.9% |
| 6M | -3.5% | +10.9% | -14.5% | +2.1% |
| YTD | +70.0% | +28.8% | +41.1% | +87.1% |
| 1Y | +50.0% | +39.2% | +10.8% | +59.0% |
| All | +50.0% | +40.5% | +9.5% | +59.0% |
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