+397.5%
SPYG vs PFG
+184.0%
+213.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +2.3% | +2.4% | 0.0% | +1.4% |
| 30D | -6.5% | +5.9% | -12.3% | -8.5% |
| 3M | -6.8% | -0.4% | -6.4% | -7.0% |
| 6M | -3.1% | +14.8% | -18.0% | -8.6% |
| YTD | +8.0% | +31.9% | -23.9% | -3.6% |
| 1Y | +10.2% | +38.8% | -28.6% | -3.5% |
| 3Y | +91.0% | +82.4% | +8.6% | +48.9% |
| 5Y | +67.7% | +94.7% | -27.0% | +26.3% |
| All | +397.5% | +184.0% | +213.5% | +203.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling