+235.3%
SPOT vs PFG
+68.9%
+166.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.1% |
| 7D | -2.9% | +6.0% | -8.8% | -4.6% |
| 30D | +8.3% | +2.2% | +6.1% | +7.5% |
| 3M | +5.1% | +10.4% | -5.3% | +1.7% |
| 6M | -6.5% | +27.8% | -34.2% | -13.4% |
| YTD | -9.0% | +33.6% | -42.6% | -17.0% |
| 1Y | -26.4% | +49.3% | -75.7% | -35.4% |
| All | +235.3% | +68.9% | +166.4% | +188.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling