-83.2%
SPXS vs PFGC
+138.1%
-221.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +2.2% |
| 7D | -7.5% | +3.4% | -10.9% | -4.7% |
| 30D | +5.3% | +16.9% | -11.6% | +20.8% |
| 3M | +9.7% | +6.4% | +3.3% | +16.3% |
| 6M | -4.6% | +16.0% | -20.6% | +9.2% |
| YTD | -25.8% | +23.6% | -49.4% | -8.1% |
| 1Y | -28.8% | +16.6% | -45.4% | -16.6% |
| 3Y | -80.2% | +82.3% | -162.4% | -59.0% |
| All | -83.2% | +138.1% | -221.3% | -42.6% |
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 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