-99.7%
SPXS vs PFGC
+485.1%
-584.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.9% |
| 7D | -7.5% | +3.4% | -10.9% | -5.6% |
| 30D | +5.3% | +16.9% | -11.6% | +15.7% |
| 3M | +9.7% | +6.4% | +3.3% | +14.6% |
| 6M | -4.6% | +16.0% | -20.6% | +4.7% |
| YTD | -25.8% | +23.6% | -49.4% | -14.1% |
| 1Y | -28.8% | +16.6% | -45.4% | -20.2% |
| 3Y | -80.2% | +82.3% | -162.4% | -68.9% |
| 5Y | -83.2% | +138.7% | -221.9% | -63.9% |
| 10Y | -99.5% | +352.8% | -452.3% | -98.0% |
| All | -99.7% | +485.1% | -584.8% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling