+78.5%
SPY vs PFG
+71.3%
+7.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +0.5% | +6.0% | -5.4% | -1.7% |
| 30D | -0.9% | +2.2% | -3.2% | -1.9% |
| 3M | +3.9% | +10.4% | -6.5% | -0.4% |
| 6M | +14.5% | +27.8% | -13.3% | +3.2% |
| YTD | +12.9% | +33.6% | -20.7% | -0.4% |
| 1Y | +19.4% | +49.3% | -29.9% | +0.1% |
| 3Y | +78.5% | +69.7% | +8.7% | +40.8% |
| All | +78.5% | +71.3% | +7.2% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling