+318.0%
SPYM vs PFG
+251.1%
+67.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.4% |
| 7D | -0.8% | -0.4% | -0.3% | -0.6% |
| 30D | -1.1% | +2.9% | -4.0% | -2.3% |
| 3M | +3.9% | +6.7% | -2.8% | +0.9% |
| 6M | +13.6% | +33.8% | -20.1% | +0.7% |
| YTD | +12.7% | +35.0% | -22.2% | -0.7% |
| 1Y | +17.6% | +46.4% | -28.8% | 0.0% |
| 3Y | +77.2% | +71.7% | +5.6% | +39.6% |
| 5Y | +84.1% | +113.7% | -29.6% | +30.9% |
| All | +318.0% | +251.1% | +67.0% | +122.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling