+240.2%
PFG vs SPY
+318.9%
-78.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.6% |
| 7D | -3.0% | -2.0% | -1.0% | -0.6% |
| 30D | +2.5% | -1.7% | +4.1% | +4.7% |
| 3M | +6.1% | +4.7% | +1.3% | -0.2% |
| 6M | +31.3% | +12.5% | +18.8% | +12.7% |
| YTD | +33.6% | +11.7% | +21.8% | +15.5% |
| 1Y | +48.5% | +17.5% | +31.0% | +20.4% |
| 3Y | +69.6% | +76.6% | -6.9% | -19.1% |
| 5Y | +111.5% | +82.0% | +29.4% | -3.8% |
| All | +240.2% | +318.9% | -78.7% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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