+1,190.7%
VUG vs PFG
+536.6%
+654.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.3% | +1.6% |
| 7D | +0.5% | +2.3% | -1.8% | -0.1% |
| 30D | -8.2% | +7.6% | -15.8% | -10.1% |
| 3M | -5.4% | +2.5% | -8.0% | -6.3% |
| 6M | -2.5% | +16.6% | -19.2% | -7.0% |
| YTD | +4.2% | +34.1% | -29.9% | -4.6% |
| 1Y | +5.0% | +44.1% | -39.0% | -5.8% |
| 3Y | +81.7% | +86.3% | -4.5% | +50.8% |
| 5Y | +62.5% | +101.6% | -39.0% | +31.2% |
| 10Y | +396.3% | +197.9% | +198.4% | +241.4% |
| All | +1,190.7% | +536.6% | +654.0% | +489.1% |
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