+488.3%
PFGC vs SPY
+372.9%
+115.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +1.1% |
| 7D | +10.8% | +0.1% | +10.8% | +10.7% |
| 30D | +17.8% | -3.3% | +21.1% | +22.5% |
| 3M | -2.7% | -2.4% | -0.3% | -0.2% |
| 6M | +20.0% | +2.6% | +17.5% | +15.1% |
| YTD | +24.3% | +11.2% | +13.1% | +7.6% |
| 1Y | +13.2% | +13.4% | -0.2% | -4.6% |
| 3Y | +85.9% | +79.9% | +6.0% | -15.7% |
| 5Y | +141.0% | +72.2% | +68.9% | +16.3% |
| 10Y | +370.6% | +307.3% | +63.3% | -4.9% |
| All | +488.3% | +372.9% | +115.3% | +2.5% |
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