+982.3%
PFG vs SPY
+969.8%
+12.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.1% |
| 7D | +3.0% | -0.6% | +3.5% | +3.8% |
| 30D | +8.2% | -3.7% | +11.8% | +14.5% |
| 3M | +2.7% | -2.7% | +5.4% | +6.9% |
| 6M | +17.2% | +2.2% | +15.0% | +11.8% |
| YTD | +34.8% | +10.8% | +23.9% | +12.8% |
| 1Y | +43.6% | +11.2% | +32.3% | +19.3% |
| 3Y | +85.4% | +76.5% | +8.9% | -28.1% |
| 5Y | +102.2% | +72.9% | +29.2% | -21.3% |
| 10Y | +190.2% | +304.8% | -114.6% | -72.9% |
| All | +982.3% | +969.8% | +12.5% | -71.6% |
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