-79.4%
SPXU vs PFGC
+59.5%
-139.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.2% | +0.9% |
| 7D | +6.4% | -4.8% | +11.2% | +2.7% |
| 30D | +5.9% | -17.2% | +23.2% | -7.3% |
| 3M | -11.7% | -6.3% | -5.3% | -15.0% |
| 6M | -28.7% | +8.8% | -37.5% | -21.6% |
| YTD | -26.4% | +4.9% | -31.3% | -20.6% |
| 1Y | -35.2% | -9.5% | -25.7% | -39.5% |
| All | -79.4% | +59.5% | -139.0% | -62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling