-39.3%
VG vs PFG
+52.3%
-91.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.4% |
| 7D | +1.7% | +5.5% | -3.8% | -1.3% |
| 30D | +16.0% | +2.4% | +13.6% | +14.5% |
| 3M | +9.7% | +13.6% | -3.9% | +1.7% |
| 6M | +29.6% | +27.9% | +1.7% | +10.1% |
| YTD | +112.0% | +35.6% | +76.5% | +69.7% |
| 1Y | +12.8% | +48.5% | -35.7% | -17.2% |
| All | -39.3% | +52.3% | -91.6% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling