-80.2%
SPXS vs PFG
+82.7%
-162.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.9% |
| 7D | -7.5% | +2.4% | -9.9% | -4.9% |
| 30D | +5.3% | +5.9% | -0.5% | +13.0% |
| 3M | +9.7% | -0.4% | +10.1% | +10.3% |
| 6M | -4.6% | +14.8% | -19.4% | +13.3% |
| YTD | -25.8% | +31.9% | -57.7% | +6.5% |
| 1Y | -28.8% | +38.8% | -67.6% | +9.4% |
| 3Y | -80.2% | +82.4% | -162.6% | -51.8% |
| All | -80.2% | +82.7% | -162.8% | -51.8% |
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 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