+392.1%
VNQ vs PFG
+514.4%
-122.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.5% |
| 7D | -0.4% | +6.0% | -6.4% | -3.0% |
| 30D | -2.5% | +2.2% | -4.8% | -3.6% |
| 3M | +1.4% | +10.4% | -9.0% | -3.2% |
| 6M | +4.6% | +27.8% | -23.2% | -6.4% |
| YTD | +10.5% | +33.6% | -23.1% | -3.3% |
| 1Y | +8.4% | +49.3% | -40.9% | -9.9% |
| 3Y | +32.4% | +69.7% | -37.3% | +2.5% |
| 5Y | +5.5% | +111.3% | -105.9% | -27.5% |
| 10Y | +59.1% | +240.3% | -181.2% | -19.8% |
| All | +392.1% | +514.4% | -122.3% | +43.9% |
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