+98.4%
SPYG vs PFGC
+61.7%
+36.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | +0.3% | -3.7% | +4.0% | +1.3% |
| 30D | -1.7% | -16.0% | +14.3% | +2.5% |
| 3M | +3.6% | -4.1% | +7.8% | +4.1% |
| 6M | +16.6% | +8.7% | +7.9% | +12.7% |
| YTD | +13.4% | +6.4% | +7.0% | +9.6% |
| 1Y | +19.6% | -8.4% | +28.0% | +21.1% |
| All | +98.4% | +61.7% | +36.7% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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