+970.2%
PFG vs SPY
+983.9%
-13.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -3.2% |
| 7D | -2.2% | -0.9% | -1.3% | -1.0% |
| 30D | +6.4% | -2.4% | +8.7% | +10.1% |
| 3M | +2.2% | -1.2% | +3.4% | +3.7% |
| 6M | +16.3% | +3.3% | +13.0% | +9.0% |
| YTD | +33.2% | +12.3% | +20.9% | +9.2% |
| 1Y | +40.6% | +12.4% | +28.2% | +14.8% |
| 3Y | +83.3% | +78.8% | +4.5% | -30.3% |
| 5Y | +97.7% | +75.2% | +22.6% | -24.6% |
| 10Y | +189.9% | +311.1% | -121.2% | -73.6% |
| All | +970.2% | +983.9% | -13.7% | -72.5% |
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