+73.8%
PFG vs SPY
+80.4%
-6.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.2% |
| 7D | +5.5% | +0.1% | +5.4% | +5.5% |
| 30D | +2.4% | +0.1% | +2.3% | +2.4% |
| 3M | +13.6% | +2.0% | +11.6% | +11.2% |
| 6M | +27.9% | +13.0% | +14.9% | +13.1% |
| YTD | +35.6% | +13.5% | +22.0% | +19.4% |
| 1Y | +48.5% | +20.0% | +28.5% | +23.6% |
| All | +73.8% | +80.4% | -6.7% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling