+1,180.1%
SPYG vs PFG
+1,015.3%
+164.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | +0.4% | +5.5% | -5.2% | -1.2% |
| 30D | -0.4% | +2.4% | -2.8% | -1.2% |
| 3M | +0.5% | +13.6% | -13.0% | -3.3% |
| 6M | +17.5% | +27.9% | -10.4% | +9.2% |
| YTD | +14.3% | +35.6% | -21.2% | +4.4% |
| 1Y | +21.7% | +48.5% | -26.8% | +8.1% |
| 3Y | +98.6% | +66.9% | +31.8% | +69.5% |
| 5Y | +85.1% | +111.0% | -25.8% | +47.0% |
| 10Y | +412.0% | +244.5% | +167.5% | +237.4% |
| All | +1,180.1% | +1,015.3% | +164.8% | +396.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling