+811.4%
SPYM vs PFG
+321.6%
+489.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +2.6% | +2.4% | +0.2% | +1.9% |
| 30D | -2.0% | +5.9% | -7.9% | -3.5% |
| 3M | -2.8% | -0.4% | -2.3% | -2.8% |
| 6M | +2.2% | +14.8% | -12.7% | -1.9% |
| YTD | +11.5% | +31.9% | -20.4% | +3.1% |
| 1Y | +13.5% | +38.8% | -25.3% | +3.4% |
| 3Y | +78.0% | +82.4% | -4.4% | +49.9% |
| 5Y | +73.1% | +94.7% | -21.6% | +42.3% |
| 10Y | +310.9% | +187.0% | +123.9% | +192.3% |
| All | +811.4% | +321.6% | +489.8% | +391.8% |
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