+120.1%
SPOT vs PFGC
+138.1%
-18.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.9% |
| 7D | +1.6% | +3.4% | -1.8% | +0.1% |
| 30D | +16.9% | +16.9% | 0.0% | +9.0% |
| 3M | +23.0% | +6.4% | +16.6% | +19.2% |
| 6M | +42.2% | +16.0% | +26.2% | +31.7% |
| YTD | +5.5% | +23.6% | -18.1% | -6.7% |
| 1Y | -5.1% | +16.6% | -21.7% | -13.6% |
| 3Y | +257.9% | +82.3% | +175.6% | +146.4% |
| All | +120.1% | +138.1% | -18.0% | +22.6% |
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