+295.5%
SPGI vs PFG
+239.4%
+56.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.6% |
| 7D | -2.5% | +6.0% | -8.5% | -4.8% |
| 30D | +5.4% | +2.2% | +3.2% | +4.4% |
| 3M | +9.0% | +10.4% | -1.3% | +4.6% |
| 6M | +0.8% | +27.8% | -27.0% | -9.1% |
| YTD | -12.6% | +33.6% | -46.2% | -22.6% |
| 1Y | -16.1% | +49.3% | -65.4% | -29.3% |
| 3Y | +19.0% | +69.7% | -50.7% | -6.0% |
| 5Y | +5.1% | +111.3% | -106.3% | -25.4% |
| 10Y | +295.5% | +240.3% | +55.2% | +92.3% |
| All | +295.5% | +239.4% | +56.0% | +92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling