+2,263.1%
VGT vs PFG
+534.7%
+1,728.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | +1.8% | +6.0% | -4.2% | 0.0% |
| 30D | -0.3% | +2.2% | -2.5% | -1.1% |
| 3M | +3.4% | +10.4% | -7.0% | 0.0% |
| 6M | +35.0% | +27.8% | +7.2% | +25.0% |
| YTD | +28.8% | +33.6% | -4.9% | +17.5% |
| 1Y | +38.0% | +49.3% | -11.3% | +21.7% |
| 3Y | +125.8% | +69.7% | +56.1% | +90.7% |
| 5Y | +134.7% | +111.3% | +23.4% | +85.3% |
| 10Y | +792.6% | +240.3% | +552.3% | +485.7% |
| All | +2,263.1% | +534.7% | +1,728.4% | +988.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling