+109.0%
SPG vs PFGC
+351.0%
-242.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | +2.0% | +3.4% | -1.4% | +0.3% |
| 30D | +17.2% | +16.9% | +0.3% | +7.8% |
| 3M | +6.3% | +6.4% | -0.1% | +2.2% |
| 6M | +18.7% | +16.0% | +2.7% | +8.8% |
| YTD | +30.1% | +23.6% | +6.5% | +13.5% |
| 1Y | +32.8% | +16.6% | +16.2% | +19.3% |
| 3Y | +133.6% | +82.3% | +51.3% | +62.8% |
| 5Y | +84.4% | +138.7% | -54.3% | +6.1% |
| All | +109.0% | +351.0% | -242.0% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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