+5.1%
SPGI vs PFGC
+110.5%
-105.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.7% |
| 7D | -2.5% | -2.4% | 0.0% | -1.8% |
| 30D | +5.4% | -15.8% | +21.2% | +10.3% |
| 3M | +9.0% | -0.6% | +9.6% | +8.9% |
| 6M | +0.8% | +10.7% | -9.9% | -2.5% |
| YTD | -12.6% | +7.6% | -20.2% | -15.2% |
| 1Y | -16.1% | -7.8% | -8.3% | -15.0% |
| 3Y | +19.0% | +63.7% | -44.7% | +0.6% |
| 5Y | +5.1% | +112.3% | -107.2% | -18.1% |
| All | +5.1% | +110.5% | -105.4% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling