+311.2%
SPY vs PFG
+247.4%
+63.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -2.0% | -3.0% | +1.0% | -0.8% |
| 30D | -1.7% | +2.5% | -4.1% | -2.7% |
| 3M | +4.7% | +6.1% | -1.3% | +2.0% |
| 6M | +12.5% | +31.3% | -18.8% | +0.5% |
| YTD | +11.7% | +33.6% | -21.8% | -1.1% |
| 1Y | +17.5% | +48.5% | -31.0% | -0.6% |
| 3Y | +76.6% | +69.6% | +6.9% | +39.8% |
| 5Y | +82.0% | +111.5% | -29.4% | +30.2% |
| All | +311.2% | +247.4% | +63.8% | +122.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling