+95.8%
SPG vs PFGC
+419.1%
-323.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -2.4% | -2.2% | -0.2% | -1.3% |
| 30D | -6.8% | -11.9% | +5.1% | -1.2% |
| 3M | +2.7% | +5.0% | -2.3% | -0.1% |
| 6M | +5.5% | +8.6% | -3.1% | +0.4% |
| YTD | +15.7% | +9.7% | +6.0% | +8.3% |
| 1Y | +20.9% | -6.3% | +27.2% | +21.9% |
| 3Y | +112.4% | +58.2% | +54.2% | +61.8% |
| 5Y | +101.4% | +110.4% | -9.1% | +26.2% |
| 10Y | +60.6% | +272.8% | -212.1% | -27.9% |
| All | +95.8% | +419.1% | -323.3% | -15.9% |
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