+130.3%
VSH vs PFG
+996.3%
-866.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +9.9% | +9.3% |
| 7D | +12.8% | -2.2% | +15.0% | +14.4% |
| 30D | -9.0% | +6.4% | -15.4% | -11.5% |
| 3M | -12.2% | +2.2% | -14.4% | -13.3% |
| 6M | -15.9% | +16.3% | -32.2% | -22.7% |
| YTD | +103.2% | +33.2% | +70.0% | +75.0% |
| 1Y | +108.4% | +40.6% | +67.8% | +75.2% |
| 3Y | +41.6% | +83.3% | -41.8% | +6.1% |
| 5Y | +54.6% | +97.7% | -43.1% | +10.3% |
| 10Y | +138.2% | +189.9% | -51.7% | +38.3% |
| All | +130.3% | +996.3% | -866.0% | -45.6% |
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