-86.3%
SPXU vs PFGC
+110.3%
-196.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.8% |
| 7D | +2.5% | -4.8% | +7.2% | -1.5% |
| 30D | +4.2% | -12.5% | +16.7% | -6.7% |
| 3M | -9.3% | -9.7% | +0.5% | -16.5% |
| 6M | -30.7% | +7.0% | -37.7% | -25.0% |
| YTD | -28.1% | +4.5% | -32.6% | -23.3% |
| 1Y | -35.2% | -11.6% | -23.7% | -40.8% |
| 3Y | -79.9% | +58.5% | -138.4% | -63.8% |
| All | -86.3% | +110.3% | -196.6% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling