+2,661.6%
SPGI vs PFG
+960.1%
+1,701.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.4% |
| 7D | +0.3% | -0.6% | +0.9% | +0.5% |
| 30D | +18.4% | +2.0% | +16.4% | +17.5% |
| 3M | +15.7% | -3.2% | +18.9% | +16.9% |
| 6M | +17.3% | +10.9% | +6.3% | +12.7% |
| YTD | -4.7% | +28.8% | -33.6% | -13.3% |
| 1Y | +1.8% | +39.2% | -37.4% | -10.1% |
| 3Y | +31.7% | +75.0% | -43.3% | +5.9% |
| 5Y | +12.1% | +91.9% | -79.9% | -14.1% |
| 10Y | +341.9% | +202.3% | +139.6% | +166.8% |
| All | +2,661.6% | +960.1% | +1,701.5% | +788.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling