+2,661.3%
SPG vs PFG
+1,003.0%
+1,658.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | -0.1% |
| 7D | +5.1% | +2.3% | +2.8% | +3.7% |
| 30D | +16.8% | +7.6% | +9.2% | +12.3% |
| 3M | +5.7% | +2.5% | +3.1% | +3.8% |
| 6M | +17.8% | +16.6% | +1.2% | +7.8% |
| YTD | +30.1% | +34.1% | -3.9% | +10.0% |
| 1Y | +32.8% | +44.1% | -11.3% | +7.9% |
| 3Y | +137.2% | +86.3% | +50.9% | +66.0% |
| 5Y | +81.5% | +101.6% | -20.1% | +19.8% |
| 10Y | +116.5% | +197.9% | -81.4% | +16.5% |
| All | +2,661.3% | +1,003.0% | +1,658.3% | +642.9% |
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