+818.1%
SPYM vs PFG
+325.8%
+492.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | -0.9% | -2.2% | +1.3% | -0.3% |
| 30D | -2.4% | +6.4% | -8.7% | -4.0% |
| 3M | -1.1% | +2.2% | -3.4% | -1.9% |
| 6M | +3.3% | +16.3% | -12.9% | -1.1% |
| YTD | +12.4% | +33.2% | -20.9% | +3.5% |
| 1Y | +12.5% | +40.6% | -28.1% | +2.2% |
| 3Y | +79.1% | +83.3% | -4.2% | +50.6% |
| 5Y | +75.7% | +97.7% | -22.0% | +43.8% |
| 10Y | +313.9% | +189.9% | +124.0% | +193.7% |
| All | +818.1% | +325.8% | +492.3% | +394.1% |
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