+91.0%
SPYG vs PFG
+82.7%
+8.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +2.3% | +2.4% | 0.0% | +1.5% |
| 30D | -6.5% | +5.9% | -12.3% | -8.3% |
| 3M | -6.8% | -0.4% | -6.4% | -6.9% |
| 6M | -3.1% | +14.8% | -18.0% | -8.8% |
| YTD | +8.0% | +31.9% | -23.9% | -4.2% |
| 1Y | +10.2% | +38.8% | -28.6% | -4.4% |
| 3Y | +91.0% | +82.4% | +8.6% | +52.2% |
| All | +91.0% | +82.7% | +8.3% | +52.2% |
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