+1,202.4%
VUG vs PFG
+532.8%
+669.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.0% |
| 7D | -1.1% | -2.2% | +1.2% | -0.4% |
| 30D | -7.0% | +6.4% | -13.4% | -8.6% |
| 3M | -3.7% | +2.2% | -5.9% | -4.5% |
| 6M | -1.6% | +16.3% | -17.9% | -6.1% |
| YTD | +5.1% | +33.2% | -28.1% | -3.5% |
| 1Y | +3.8% | +40.6% | -36.8% | -6.3% |
| 3Y | +79.9% | +83.3% | -3.5% | +49.8% |
| 5Y | +66.4% | +97.7% | -31.4% | +35.0% |
| 10Y | +405.3% | +189.9% | +215.4% | +250.1% |
| All | +1,202.4% | +532.8% | +669.6% | +495.5% |
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