+29.9%
SPGI vs PFG
+82.7%
-52.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +1.2% | +2.4% | -1.1% | +0.1% |
| 30D | +15.9% | +5.9% | +10.0% | +12.9% |
| 3M | +12.3% | -0.4% | +12.7% | +12.3% |
| 6M | +23.7% | +14.8% | +8.8% | +15.9% |
| YTD | -3.5% | +31.9% | -35.5% | -15.0% |
| 1Y | +0.4% | +38.8% | -38.4% | -13.5% |
| 3Y | +29.9% | +82.4% | -52.5% | -3.2% |
| All | +29.9% | +82.7% | -52.8% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling