+138.2%
VSH vs PFG
+189.4%
-51.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +9.9% | +9.5% |
| 7D | +12.8% | -2.2% | +15.0% | +14.9% |
| 30D | -9.0% | +6.4% | -15.4% | -12.4% |
| 3M | -12.2% | +2.2% | -14.4% | -13.8% |
| 6M | -15.9% | +16.3% | -32.2% | -25.2% |
| YTD | +103.2% | +33.2% | +70.0% | +64.9% |
| 1Y | +108.4% | +40.6% | +67.8% | +63.5% |
| 3Y | +41.6% | +83.3% | -41.8% | -5.5% |
| 5Y | +54.6% | +97.7% | -43.1% | -4.6% |
| 10Y | +138.2% | +189.9% | -51.7% | +6.4% |
| All | +138.2% | +189.4% | -51.2% | +6.4% |
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 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