+2,355.6%
SPG vs PFG
+1,015.3%
+1,340.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.2% |
| 7D | -2.4% | +5.5% | -7.9% | -5.3% |
| 30D | -6.8% | +2.4% | -9.2% | -8.2% |
| 3M | +2.7% | +13.6% | -10.9% | -4.5% |
| 6M | +5.5% | +27.9% | -22.4% | -8.1% |
| YTD | +15.7% | +35.6% | -19.8% | -2.6% |
| 1Y | +20.9% | +48.5% | -27.6% | -3.5% |
| 3Y | +112.4% | +66.9% | +45.5% | +57.8% |
| 5Y | +101.4% | +111.0% | -9.6% | +29.8% |
| 10Y | +60.6% | +244.5% | -183.9% | -19.5% |
| All | +2,355.6% | +1,015.3% | +1,340.3% | +558.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling