+325.3%
VWO vs PFG
+456.1%
-130.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | +0.2% | +3.2% | -3.0% | -1.1% |
| 30D | +0.9% | +0.9% | -0.1% | +0.4% |
| 3M | +4.3% | +7.7% | -3.4% | +1.1% |
| 6M | +10.5% | +29.0% | -18.4% | +0.4% |
| YTD | +13.4% | +32.5% | -19.1% | +1.7% |
| 1Y | +18.6% | +47.3% | -28.7% | +2.1% |
| 3Y | +65.8% | +68.2% | -2.4% | +33.6% |
| 5Y | +35.2% | +108.5% | -73.3% | -1.6% |
| 10Y | +116.6% | +241.4% | -124.7% | +20.4% |
| All | +325.3% | +456.1% | -130.8% | +47.4% |
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