+35.6%
VSH vs PFG
+71.3%
-35.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | 0.0% |
| 7D | +6.2% | +6.0% | +0.2% | +1.2% |
| 30D | -11.1% | +2.2% | -13.3% | -13.0% |
| 3M | -44.9% | +10.4% | -55.3% | -50.2% |
| 6M | +90.0% | +27.8% | +62.2% | +49.9% |
| YTD | +118.8% | +33.6% | +85.1% | +65.2% |
| 1Y | +109.0% | +49.3% | +59.7% | +42.4% |
| 3Y | +35.6% | +69.7% | -34.1% | -17.3% |
| All | +35.6% | +71.3% | -35.7% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling