+72.2%
SPY vs PFG
+101.8%
-29.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.7% | +0.7% |
| 7D | +0.1% | +2.3% | -2.2% | -0.9% |
| 30D | -3.3% | +7.6% | -10.9% | -6.2% |
| 3M | -2.4% | +2.5% | -4.9% | -3.7% |
| 6M | +2.6% | +16.6% | -14.1% | -4.6% |
| YTD | +11.2% | +34.1% | -22.8% | -3.0% |
| 1Y | +13.4% | +44.1% | -30.7% | -4.4% |
| 3Y | +79.9% | +86.3% | -6.4% | +32.4% |
| 5Y | +72.2% | +101.6% | -29.4% | +18.4% |
| All | +72.2% | +101.8% | -29.6% | +18.4% |
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