-28.8%
SPXS vs PFGC
+15.6%
-44.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.6% |
| 7D | -7.5% | +3.4% | -10.9% | -6.7% |
| 30D | +5.3% | +16.9% | -11.6% | +9.6% |
| 3M | +9.7% | +6.4% | +3.3% | +12.0% |
| 6M | -4.6% | +16.0% | -20.6% | +0.5% |
| YTD | -25.8% | +23.6% | -49.4% | -18.9% |
| 1Y | -28.8% | +16.6% | -45.4% | -22.1% |
| All | -28.8% | +15.6% | -44.4% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling