+252.8%
SPOT vs PFGC
+223.4%
+29.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -3.1% | -4.8% | +1.7% | -2.1% |
| 30D | +7.4% | -12.5% | +19.9% | +10.3% |
| 3M | +8.2% | -9.7% | +17.9% | +10.3% |
| 6M | +2.2% | +7.0% | -4.8% | +0.5% |
| YTD | -9.5% | +4.5% | -13.9% | -11.0% |
| 1Y | -23.8% | -11.6% | -12.3% | -22.6% |
| 3Y | +233.5% | +58.5% | +175.0% | +199.0% |
| 5Y | +112.2% | +112.6% | -0.4% | +80.3% |
| All | +252.8% | +223.4% | +29.5% | +189.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling