-99.7%
SPXU vs PFGC
+409.4%
-509.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +0.6% |
| 7D | -1.5% | -2.4% | +1.0% | -2.8% |
| 30D | +3.7% | -15.8% | +19.5% | -5.7% |
| 3M | -9.6% | -0.6% | -9.0% | -9.7% |
| 6M | -32.4% | +10.7% | -43.0% | -27.4% |
| YTD | -28.7% | +7.6% | -36.3% | -24.2% |
| 1Y | -38.2% | -7.8% | -30.4% | -39.8% |
| 3Y | -80.4% | +63.7% | -144.2% | -71.1% |
| 5Y | -86.0% | +112.3% | -198.3% | -71.9% |
| 10Y | -99.5% | +286.7% | -386.2% | -98.2% |
| All | -99.7% | +409.4% | -509.1% | -98.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling