+160.2%
VXUS vs PFG
+462.3%
-302.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.8% |
| 7D | -1.8% | -0.6% | -1.1% | -1.5% |
| 30D | -4.6% | +2.0% | -6.6% | -5.4% |
| 3M | -6.1% | -3.2% | -2.9% | -5.2% |
| 6M | -4.9% | +10.9% | -15.8% | -9.4% |
| YTD | +8.1% | +28.8% | -20.8% | -3.3% |
| 1Y | +12.1% | +39.2% | -27.1% | -2.8% |
| 3Y | +63.9% | +75.0% | -11.2% | +27.0% |
| 5Y | +43.1% | +91.9% | -48.8% | +4.4% |
| 10Y | +139.2% | +202.3% | -63.1% | +29.1% |
| All | +160.2% | +462.3% | -302.0% | -7.8% |
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