+99.1%
SPYG vs PFG
+68.9%
+30.2%
-22.1%
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 | +1.2% | +6.0% | -4.8% | -1.0% |
| 30D | -1.6% | +2.2% | -3.8% | -2.4% |
| 3M | +3.4% | +10.4% | -7.0% | -0.8% |
| 6M | +18.9% | +27.8% | -8.9% | +7.5% |
| YTD | +13.8% | +33.6% | -19.9% | +0.8% |
| 1Y | +20.6% | +49.3% | -28.7% | +1.7% |
| All | +99.1% | +68.9% | +30.2% | +59.3% |
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