-100.0%
SPXU vs PFG
+994.6%
-1,094.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +0.1% |
| 7D | -1.5% | +6.0% | -7.5% | +5.7% |
| 30D | +3.7% | +2.2% | +1.5% | +6.8% |
| 3M | -9.6% | +10.4% | -19.9% | +1.6% |
| 6M | -32.4% | +27.8% | -60.1% | -8.6% |
| YTD | -28.7% | +33.6% | -62.3% | +2.4% |
| 1Y | -38.2% | +49.3% | -87.5% | +2.0% |
| 3Y | -80.4% | +69.7% | -150.2% | -55.2% |
| 5Y | -86.0% | +111.3% | -197.4% | -46.4% |
| 10Y | -99.5% | +240.3% | -339.8% | -92.6% |
| All | -100.0% | +994.6% | -1,094.6% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling