+25.8%
VTEB vs PFG
+225.9%
-200.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | -0.7% | +3.2% | -3.9% | -0.8% |
| 30D | -2.1% | +0.9% | -3.0% | -2.1% |
| 3M | -2.7% | +7.7% | -10.4% | -2.8% |
| 6M | -2.1% | +29.0% | -31.1% | -2.6% |
| YTD | -1.1% | +32.5% | -33.6% | -1.7% |
| 1Y | +1.3% | +47.3% | -46.0% | +0.5% |
| 3Y | +9.0% | +68.2% | -59.2% | +7.6% |
| 5Y | +1.5% | +108.5% | -107.0% | -0.4% |
| 10Y | +18.5% | +241.4% | -222.9% | +12.9% |
| All | +25.8% | +225.9% | -200.1% | +20.4% |
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