+61.8%
VNQ vs PFG
+251.1%
-189.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.3% |
| 7D | -1.3% | -0.4% | -0.8% | -1.1% |
| 30D | -2.6% | +2.9% | -5.5% | -3.8% |
| 3M | -2.0% | +6.7% | -8.7% | -4.7% |
| 6M | +4.3% | +33.8% | -29.4% | -7.2% |
| YTD | +9.2% | +35.0% | -25.7% | -3.4% |
| 1Y | +5.6% | +46.4% | -40.8% | -9.8% |
| 3Y | +30.8% | +71.7% | -40.8% | +3.5% |
| 5Y | +8.0% | +113.7% | -105.7% | -22.9% |
| All | +61.8% | +251.1% | -189.3% | -12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling