+250.1%
SPOT vs PFG
+166.8%
+83.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.5% |
| 7D | -6.9% | -3.0% | -3.9% | -6.0% |
| 30D | +4.1% | +2.5% | +1.7% | +3.3% |
| 3M | +3.7% | +6.1% | -2.4% | +1.7% |
| 6M | -1.6% | +31.3% | -32.9% | -9.6% |
| YTD | -10.2% | +33.6% | -43.7% | -18.0% |
| 1Y | -25.9% | +48.5% | -74.4% | -34.7% |
| 3Y | +235.6% | +69.6% | +166.0% | +180.8% |
| 5Y | +110.6% | +111.5% | -0.9% | +66.6% |
| All | +250.1% | +166.8% | +83.4% | +132.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling