+11.7%
SPGI vs PFGC
+121.6%
-109.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.4% |
| 7D | +0.3% | +8.5% | -8.3% | -2.2% |
| 30D | +18.4% | +15.0% | +3.4% | +13.6% |
| 3M | +15.7% | -6.2% | +21.9% | +17.4% |
| 6M | +17.3% | +15.7% | +1.5% | +11.8% |
| YTD | -4.7% | +19.6% | -24.3% | -10.7% |
| 1Y | +1.8% | +13.2% | -11.4% | -3.1% |
| 3Y | +31.7% | +77.0% | -45.3% | +7.4% |
| All | +11.7% | +121.6% | -109.9% | -16.3% |
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