+988.7%
PFG vs SPY
+996.0%
-7.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -0.9% |
| 7D | +5.5% | +0.1% | +5.4% | +5.5% |
| 30D | +2.4% | +0.1% | +2.3% | +2.3% |
| 3M | +13.6% | +2.0% | +11.6% | +9.2% |
| 6M | +27.9% | +13.0% | +14.9% | +4.3% |
| YTD | +35.6% | +13.5% | +22.0% | +9.7% |
| 1Y | +48.5% | +20.0% | +28.5% | +9.8% |
| 3Y | +66.9% | +77.2% | -10.3% | -35.4% |
| 5Y | +111.0% | +81.9% | +29.1% | -24.0% |
| 10Y | +244.5% | +314.1% | -69.6% | -68.9% |
| All | +988.7% | +996.0% | -7.2% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling