+48.6%
PFG vs SPY
+19.3%
+29.3%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | +6.0% | +0.5% | +5.4% | +5.7% |
| 30D | +2.2% | -0.9% | +3.2% | +2.9% |
| 3M | +10.4% | +3.9% | +6.5% | +7.6% |
| 6M | +27.8% | +14.5% | +13.3% | +14.1% |
| YTD | +33.6% | +12.9% | +20.7% | +20.8% |
| All | +48.6% | +19.3% | +29.3% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling