-79.5%
SPXS vs PFGC
+61.7%
-141.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +0.6% |
| 7D | +1.2% | -3.7% | +5.0% | -1.4% |
| 30D | +5.2% | -16.0% | +21.1% | -7.0% |
| 3M | -9.2% | -4.1% | -5.0% | -11.1% |
| 6M | -29.6% | +8.7% | -38.3% | -22.8% |
| YTD | -27.6% | +6.4% | -34.0% | -21.3% |
| 1Y | -36.7% | -8.4% | -28.4% | -40.4% |
| All | -79.5% | +61.7% | -141.2% | -62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling