-0.3%
SPOT vs PFG
+46.8%
-47.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.1% | +0.5% | +3.4% |
| 7D | +16.6% | +4.9% | +11.7% | +14.9% |
| 30D | +29.9% | +5.7% | +24.3% | +27.7% |
| 3M | +31.3% | +2.6% | +28.7% | +30.2% |
| 6M | +43.2% | +19.8% | +23.4% | +35.8% |
| YTD | +8.1% | +36.3% | -28.2% | -0.3% |
| 1Y | -0.3% | +47.9% | -48.2% | -7.8% |
| All | -0.3% | +46.8% | -47.1% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling