+54.4%
VXUS vs PFG
+110.8%
-56.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | +1.0% | +5.5% | -4.5% | -1.0% |
| 30D | +2.2% | +2.4% | -0.2% | +1.2% |
| 3M | +3.0% | +13.6% | -10.6% | -2.1% |
| 6M | +10.7% | +27.9% | -17.2% | +0.7% |
| YTD | +17.8% | +35.6% | -17.7% | +4.8% |
| 1Y | +27.6% | +48.5% | -20.9% | +9.5% |
| 3Y | +73.3% | +66.9% | +6.4% | +39.3% |
| All | +54.4% | +110.8% | -56.4% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling