+402.8%
VUG vs PFG
+184.0%
+218.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +2.5% | +2.4% | +0.1% | +1.6% |
| 30D | -6.3% | +5.9% | -12.1% | -8.3% |
| 3M | -6.0% | -0.4% | -5.6% | -6.1% |
| 6M | -3.5% | +14.8% | -18.4% | -9.0% |
| YTD | +3.9% | +31.9% | -28.0% | -7.3% |
| 1Y | +5.1% | +38.8% | -33.7% | -8.1% |
| 3Y | +77.9% | +82.4% | -4.5% | +38.5% |
| 5Y | +62.4% | +94.7% | -32.3% | +22.4% |
| All | +402.8% | +184.0% | +218.9% | +205.7% |
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