-63.2%
SPCH vs PFG
+6.0%
-69.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.1% | -11.7% | -6.6% |
| 7D | -13.4% | +4.9% | -18.3% | -12.3% |
| 30D | -39.6% | +5.7% | -45.3% | -38.4% |
| 3M | -1.4% | +2.6% | -4.0% | -3.0% |
| All | -63.2% | +6.0% | -69.2% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · Available span rolling