+11.2%
SPYG vs PFG
+46.8%
-35.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.9% | +0.6% |
| 7D | -2.8% | +4.9% | -7.7% | -3.5% |
| 30D | -6.2% | +5.7% | -11.8% | -7.0% |
| 3M | -3.6% | +2.6% | -6.1% | -4.0% |
| 6M | +4.8% | +19.8% | -15.0% | +0.1% |
| YTD | +11.0% | +36.3% | -25.3% | +2.2% |
| 1Y | +11.2% | +47.9% | -36.7% | +1.0% |
| All | +11.2% | +46.8% | -35.6% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling