+396.2%
VUG vs PFG
+195.4%
+200.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.9% |
| 7D | -1.2% | +3.0% | -4.1% | -2.2% |
| 30D | -8.9% | +8.2% | -17.0% | -11.5% |
| 3M | -5.9% | +2.7% | -8.6% | -7.1% |
| 6M | -3.3% | +17.2% | -20.5% | -9.4% |
| YTD | +3.4% | +34.8% | -31.3% | -8.4% |
| 1Y | +1.9% | +43.6% | -41.7% | -12.0% |
| 3Y | +76.9% | +85.4% | -8.5% | +37.0% |
| 5Y | +63.9% | +102.2% | -38.3% | +21.8% |
| 10Y | +396.2% | +190.2% | +206.0% | +199.7% |
| All | +396.2% | +195.4% | +200.8% | +199.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling