+144.8%
VXUS vs PFG
+247.4%
-102.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | -1.9% | -3.0% | +1.1% | -0.9% |
| 30D | -0.7% | +2.5% | -3.2% | -1.7% |
| 3M | +4.9% | +6.1% | -1.1% | +2.4% |
| 6M | +9.7% | +31.3% | -21.6% | -0.8% |
| YTD | +15.0% | +33.6% | -18.6% | +3.2% |
| 1Y | +22.4% | +48.5% | -26.1% | +5.6% |
| 3Y | +72.2% | +69.6% | +2.6% | +39.5% |
| 5Y | +52.6% | +111.5% | -58.8% | +12.4% |
| All | +144.8% | +247.4% | -102.6% | +35.3% |
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