+162.4%
VSH vs PFG
+1,010.4%
-847.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.0% | +5.1% | +5.6% |
| 7D | +4.8% | -0.4% | +5.2% | +5.0% |
| 30D | -0.7% | +2.9% | -3.6% | -2.3% |
| 3M | -43.1% | +6.7% | -49.8% | -45.3% |
| 6M | +91.8% | +33.8% | +58.0% | +64.9% |
| YTD | +131.6% | +35.0% | +96.7% | +98.3% |
| 1Y | +118.1% | +46.4% | +71.7% | +79.7% |
| 3Y | +40.9% | +71.6% | -30.7% | +8.9% |
| 5Y | +75.8% | +113.7% | -37.9% | +20.9% |
| 10Y | +193.8% | +247.8% | -54.0% | +57.6% |
| All | +162.4% | +1,010.4% | -847.9% | -38.4% |
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 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