+542.6%
SPGI vs PFGC
+484.2%
+58.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +1.6% | +15.0% | -13.4% | -1.4% |
| 30D | +16.1% | +17.0% | -0.9% | +12.3% |
| 3M | +15.5% | -2.5% | +17.9% | +15.7% |
| 6M | +19.6% | +19.2% | +0.4% | +15.1% |
| YTD | -3.6% | +23.4% | -27.0% | -8.4% |
| 1Y | +2.2% | +13.9% | -11.6% | -1.3% |
| 3Y | +30.1% | +82.0% | -51.9% | +13.6% |
| 5Y | +14.9% | +128.7% | -113.8% | -5.2% |
| 10Y | +334.0% | +361.5% | -27.6% | +196.1% |
| All | +542.6% | +484.2% | +58.4% | +320.7% |
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