-34.9%
SPXS vs PFG
+49.2%
-84.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +2.4% |
| 7D | +6.4% | -3.0% | +9.4% | +4.4% |
| 30D | +6.0% | +2.5% | +3.5% | +7.9% |
| 3M | -11.6% | +6.1% | -17.7% | -7.8% |
| 6M | -28.7% | +31.3% | -60.0% | -10.3% |
| YTD | -26.3% | +33.6% | -59.8% | -5.6% |
| 1Y | -34.9% | +48.5% | -83.4% | -11.8% |
| All | -34.9% | +49.2% | -84.1% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling