+2,518.3%
SPGI vs PFG
+1,015.3%
+1,503.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.0% |
| 7D | +0.1% | +5.5% | -5.4% | -1.8% |
| 30D | +8.4% | +2.4% | +6.0% | +7.4% |
| 3M | +11.8% | +13.6% | -1.7% | +6.7% |
| 6M | +5.7% | +27.9% | -22.2% | -3.5% |
| YTD | -9.7% | +35.6% | -45.2% | -19.3% |
| 1Y | -12.5% | +48.5% | -60.9% | -24.6% |
| 3Y | +21.8% | +66.9% | -45.0% | -0.3% |
| 5Y | +8.2% | +111.0% | -102.8% | -20.0% |
| 10Y | +309.5% | +244.5% | +65.0% | +136.0% |
| All | +2,518.3% | +1,015.3% | +1,503.0% | +727.2% |
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 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