+142.3%
VXUS vs PFG
+203.0%
-60.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.2% | +1.4% |
| 7D | +0.8% | +2.3% | -1.5% | 0.0% |
| 30D | -1.9% | +7.6% | -9.5% | -4.4% |
| 3M | -4.4% | +2.5% | -6.9% | -5.5% |
| 6M | -2.0% | +16.6% | -18.6% | -7.6% |
| YTD | +11.1% | +34.1% | -22.9% | -0.5% |
| 1Y | +15.1% | +44.1% | -29.0% | +0.4% |
| 3Y | +70.4% | +86.3% | -15.8% | +33.5% |
| 5Y | +47.2% | +101.6% | -54.4% | +10.2% |
| 10Y | +142.3% | +197.9% | -55.6% | +47.5% |
| All | +142.3% | +203.0% | -60.7% | +47.5% |
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 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