-99.5%
SPXU vs PFG
+251.1%
-350.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -1.2% |
| 7D | +2.5% | -0.4% | +2.9% | +2.0% |
| 30D | +4.2% | +2.9% | +1.3% | +8.1% |
| 3M | -9.3% | +6.7% | -16.0% | -1.8% |
| 6M | -30.7% | +33.8% | -64.5% | -0.7% |
| YTD | -28.1% | +35.0% | -63.1% | +4.9% |
| 1Y | -35.2% | +46.4% | -81.7% | +5.1% |
| 3Y | -79.9% | +71.7% | -151.6% | -52.9% |
| 5Y | -86.4% | +113.7% | -200.1% | -46.3% |
| All | -99.5% | +251.1% | -350.6% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling