+111.3%
PFG vs SPY
+81.8%
+29.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | +6.0% | +0.5% | +5.4% | +5.5% |
| 30D | +2.2% | -0.9% | +3.2% | +3.2% |
| 3M | +10.4% | +3.9% | +6.5% | +5.9% |
| 6M | +27.8% | +14.5% | +13.3% | +10.9% |
| YTD | +33.6% | +12.9% | +20.7% | +17.7% |
| 1Y | +49.3% | +19.4% | +29.9% | +24.0% |
| 3Y | +69.7% | +78.5% | -8.7% | -6.9% |
| 5Y | +111.3% | +81.8% | +29.6% | +14.0% |
| All | +111.3% | +81.8% | +29.6% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling