+63.7%
SPG vs PFG
+239.8%
-176.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -1.8% |
| 7D | -1.7% | +3.2% | -4.9% | -4.1% |
| 30D | -6.3% | +0.9% | -7.2% | -7.2% |
| 3M | -2.4% | +7.7% | -10.2% | -8.1% |
| 6M | +9.6% | +29.0% | -19.3% | -9.3% |
| YTD | +14.2% | +32.5% | -18.3% | -7.8% |
| 1Y | +19.3% | +47.3% | -28.0% | -11.3% |
| 3Y | +106.7% | +68.2% | +38.5% | +36.3% |
| 5Y | +104.2% | +108.5% | -4.3% | +9.6% |
| 10Y | +63.7% | +241.4% | -177.7% | -42.3% |
| All | +63.7% | +239.8% | -176.1% | -42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling