-85.9%
SPXS vs PFGC
+105.5%
-191.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +0.8% |
| 7D | +6.4% | -4.8% | +11.2% | +2.2% |
| 30D | +6.0% | -17.2% | +23.2% | -9.3% |
| 3M | -11.6% | -6.3% | -5.3% | -15.9% |
| 6M | -28.7% | +8.8% | -37.5% | -21.7% |
| YTD | -26.3% | +4.9% | -31.2% | -21.1% |
| 1Y | -34.9% | -9.5% | -25.4% | -39.2% |
| 3Y | -79.5% | +59.6% | -139.0% | -62.8% |
| 5Y | -85.9% | +113.5% | -199.4% | -58.4% |
| All | -85.9% | +105.5% | -191.4% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling