+2,267.4%
VGT vs PFG
+543.8%
+1,723.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.8% |
| 7D | +1.0% | +5.5% | -4.5% | -0.7% |
| 30D | +1.3% | +2.4% | -1.1% | +0.5% |
| 3M | -1.1% | +13.6% | -14.7% | -5.2% |
| 6M | +32.6% | +27.9% | +4.7% | +22.8% |
| YTD | +29.0% | +35.6% | -6.6% | +17.3% |
| 1Y | +39.7% | +48.5% | -8.8% | +23.4% |
| 3Y | +120.9% | +66.9% | +54.1% | +87.5% |
| 5Y | +133.6% | +111.0% | +22.6% | +84.4% |
| 10Y | +792.6% | +244.5% | +548.1% | +483.6% |
| All | +2,267.4% | +543.8% | +1,723.6% | +985.8% |
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