+338.6%
SPGI vs PFGC
+346.1%
-7.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | +14.3% | +16.1% | -1.9% | +10.7% |
| 3M | +14.5% | +2.4% | +12.1% | +13.7% |
| 6M | +17.3% | +15.7% | +1.6% | +13.4% |
| YTD | -4.6% | +22.3% | -26.9% | -9.2% |
| 1Y | +0.8% | +13.9% | -13.1% | -2.8% |
| 3Y | +28.8% | +80.3% | -51.5% | +12.5% |
| 5Y | +14.0% | +136.1% | -122.2% | -6.7% |
| All | +338.6% | +346.1% | -7.5% | +209.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling