+1,250.4%
VUG vs PFG
+543.8%
+706.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.1% |
| 7D | -0.1% | +5.5% | -5.6% | -1.7% |
| 30D | -0.3% | +2.4% | -2.7% | -1.0% |
| 3M | -0.7% | +13.6% | -14.3% | -4.4% |
| 6M | +14.6% | +27.9% | -13.3% | +6.7% |
| YTD | +9.0% | +35.6% | -26.5% | -0.3% |
| 1Y | +14.9% | +48.5% | -33.6% | +2.2% |
| 3Y | +86.0% | +66.9% | +19.2% | +59.1% |
| 5Y | +76.7% | +111.0% | -34.3% | +40.9% |
| 10Y | +411.3% | +244.5% | +166.8% | +239.3% |
| All | +1,250.4% | +543.8% | +706.7% | +515.1% |
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