+67.0%
VSH vs PFG
+109.8%
-42.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.3% |
| 7D | +3.5% | +3.2% | +0.3% | +1.0% |
| 30D | -4.4% | +0.9% | -5.3% | -5.3% |
| 3M | -45.8% | +7.7% | -53.5% | -49.3% |
| 6M | +90.1% | +29.0% | +61.2% | +56.0% |
| YTD | +120.3% | +32.5% | +87.9% | +77.1% |
| 1Y | +112.2% | +47.3% | +64.9% | +58.2% |
| 3Y | +36.6% | +68.2% | -31.6% | -5.6% |
| 5Y | +67.0% | +108.5% | -41.5% | -1.2% |
| All | +67.0% | +109.8% | -42.8% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling