+121.6%
SPG vs PFGC
+484.2%
-362.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.0% |
| 7D | +5.6% | +15.0% | -9.4% | -1.7% |
| 30D | +17.6% | +17.0% | +0.6% | +8.4% |
| 3M | +7.5% | -2.5% | +9.9% | +7.7% |
| 6M | +18.5% | +19.2% | -0.7% | +7.6% |
| YTD | +30.9% | +23.4% | +7.5% | +15.0% |
| 1Y | +34.1% | +13.9% | +20.3% | +22.4% |
| 3Y | +135.5% | +82.0% | +53.5% | +66.8% |
| 5Y | +86.5% | +128.7% | -42.1% | +12.4% |
| 10Y | +116.1% | +361.5% | -245.5% | -10.1% |
| All | +121.6% | +484.2% | -362.7% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling