+112.0%
VSH vs PFG
+51.4%
+60.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +6.0% | +4.9% |
| 7D | +4.1% | +5.5% | -1.5% | +2.2% |
| 30D | -4.2% | +2.4% | -6.5% | -5.0% |
| 3M | -50.0% | +13.6% | -63.6% | -53.3% |
| 6M | +80.2% | +27.9% | +52.3% | +52.2% |
| YTD | +121.1% | +35.6% | +85.5% | +77.0% |
| 1Y | +112.0% | +48.5% | +63.5% | +61.0% |
| All | +112.0% | +51.4% | +60.6% | +61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling