+81.8%
SPY vs PFG
+110.7%
-28.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +0.5% | +6.0% | -5.4% | -2.0% |
| 30D | -0.9% | +2.2% | -3.2% | -2.0% |
| 3M | +3.9% | +10.4% | -6.5% | -0.8% |
| 6M | +14.5% | +27.8% | -13.3% | +2.5% |
| YTD | +12.9% | +33.6% | -20.7% | -1.2% |
| 1Y | +19.4% | +49.3% | -29.9% | -0.9% |
| 3Y | +78.5% | +69.7% | +8.7% | +37.4% |
| 5Y | +81.8% | +111.3% | -29.6% | +24.0% |
| All | +81.8% | +110.7% | -28.9% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling