-51.4%
VG vs PFG
+47.2%
-98.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.2% | -2.3% |
| 7D | -22.0% | -0.7% | -21.3% | -21.9% |
| 30D | -14.7% | +2.8% | -17.6% | -16.1% |
| 3M | -7.1% | -1.0% | -6.1% | -7.0% |
| 6M | -11.2% | +13.6% | -24.8% | -18.4% |
| YTD | +69.8% | +31.1% | +38.8% | +37.8% |
| 1Y | +49.9% | +43.8% | +6.1% | +10.7% |
| All | -51.4% | +47.2% | -98.6% | -62.7% |
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