+109.4%
SPG vs PFGC
+66.2%
+43.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -2.4% | -2.2% | -0.2% | -1.7% |
| 30D | -6.8% | -11.9% | +5.1% | -3.0% |
| 3M | +2.7% | +5.0% | -2.3% | +0.8% |
| 6M | +5.5% | +8.6% | -3.1% | +2.0% |
| YTD | +15.7% | +9.7% | +6.0% | +10.2% |
| 1Y | +20.9% | -6.3% | +27.2% | +22.9% |
| All | +109.4% | +66.2% | +43.2% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling