-99.7%
SPXU vs PFGC
+419.1%
-518.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.0% |
| 7D | -0.1% | -2.2% | +2.1% | -1.3% |
| 30D | +0.8% | -11.9% | +12.8% | -6.1% |
| 3M | -4.7% | +5.0% | -9.7% | -2.0% |
| 6M | -29.6% | +8.6% | -38.2% | -25.2% |
| YTD | -29.9% | +9.7% | -39.6% | -24.7% |
| 1Y | -39.1% | -6.3% | -32.8% | -40.1% |
| 3Y | -80.0% | +58.2% | -138.2% | -71.0% |
| 5Y | -86.0% | +110.4% | -196.5% | -72.0% |
| 10Y | -99.5% | +272.8% | -372.3% | -98.3% |
| All | -99.7% | +419.1% | -518.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling