+106.9%
SPG vs PFG
+110.7%
-3.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.9% |
| 7D | 0.0% | +6.0% | -6.0% | -3.3% |
| 30D | -4.9% | +2.2% | -7.2% | -6.3% |
| 3M | +3.3% | +10.4% | -7.1% | -2.7% |
| 6M | +11.2% | +27.8% | -16.6% | -3.7% |
| YTD | +17.1% | +33.6% | -16.6% | -1.6% |
| 1Y | +21.6% | +49.3% | -27.7% | -4.6% |
| 3Y | +111.9% | +69.7% | +42.1% | +51.9% |
| 5Y | +106.9% | +111.3% | -4.4% | +26.6% |
| All | +106.9% | +110.7% | -3.8% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling