+22.0%
SPGI vs PFGC
+65.1%
-43.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | +0.1% | -2.2% | +2.3% | +0.7% |
| 30D | +8.4% | -11.9% | +20.3% | +11.9% |
| 3M | +11.8% | +5.0% | +6.8% | +10.0% |
| 6M | +5.7% | +8.6% | -2.9% | +2.7% |
| YTD | -9.7% | +9.7% | -19.4% | -13.1% |
| 1Y | -12.5% | -6.3% | -6.2% | -11.2% |
| All | +22.0% | +65.1% | -43.1% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling