+112.6%
SPOT vs PFGC
+111.7%
+0.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -6.5% | -3.7% | -2.8% | -5.0% |
| 30D | +2.2% | -16.0% | +18.1% | +9.9% |
| 3M | +5.4% | -4.1% | +9.5% | +6.9% |
| 6M | -4.0% | +8.7% | -12.7% | -8.3% |
| YTD | -9.9% | +6.4% | -16.3% | -14.4% |
| 1Y | -27.3% | -8.4% | -18.9% | -25.9% |
| 3Y | +236.4% | +61.8% | +174.6% | +147.8% |
| 5Y | +112.6% | +108.7% | +3.9% | +30.5% |
| All | +112.6% | +111.7% | +0.9% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling