+502.0%
SPGI vs PFGC
+419.1%
+82.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.5% |
| 7D | +0.1% | -2.2% | +2.3% | +0.6% |
| 30D | +8.4% | -11.9% | +20.3% | +11.1% |
| 3M | +11.8% | +5.0% | +6.8% | +10.6% |
| 6M | +5.7% | +8.6% | -2.9% | +3.6% |
| YTD | -9.7% | +9.7% | -19.4% | -11.9% |
| 1Y | -12.5% | -6.3% | -6.2% | -12.0% |
| 3Y | +21.8% | +58.2% | -36.4% | +9.5% |
| 5Y | +8.2% | +110.4% | -102.3% | -9.3% |
| 10Y | +309.5% | +272.8% | +36.8% | +190.1% |
| All | +502.0% | +419.1% | +82.9% | +304.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling