-100.0%
SPXS vs PFG
+1,369.5%
-1,469.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | -0.1% |
| 7D | -0.1% | +5.5% | -5.6% | +5.2% |
| 30D | +0.8% | +2.4% | -1.5% | +3.3% |
| 3M | -4.7% | +13.6% | -18.3% | +7.2% |
| 6M | -29.6% | +27.9% | -57.5% | -10.6% |
| YTD | -29.8% | +35.6% | -65.4% | -5.3% |
| 1Y | -38.9% | +48.5% | -87.4% | -9.7% |
| 3Y | -79.6% | +66.9% | -146.5% | -60.9% |
| 5Y | -85.9% | +111.0% | -196.9% | -58.6% |
| 10Y | -99.5% | +244.5% | -344.0% | -95.8% |
| All | -100.0% | +1,369.5% | -1,469.5% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling