+84.9%
SPYG vs PFGC
+105.5%
-20.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -1.8% | -4.8% | +3.0% | -0.3% |
| 30D | -1.9% | -17.2% | +15.3% | +3.8% |
| 3M | +5.2% | -6.3% | +11.5% | +6.8% |
| 6M | +15.6% | +8.8% | +6.7% | +11.3% |
| YTD | +12.4% | +4.9% | +7.5% | +8.9% |
| 1Y | +17.5% | -9.5% | +27.0% | +19.4% |
| 3Y | +98.1% | +59.6% | +38.5% | +62.1% |
| 5Y | +84.9% | +113.5% | -28.6% | +34.4% |
| All | +84.9% | +105.5% | -20.6% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling